+390.6%
FLR vs COO
+1,503.6%
-1,113.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.5% | +5.8% | +7.3% |
| 7D | +8.5% | +4.3% | +4.2% | +6.7% |
| 30D | -0.7% | +17.6% | -18.3% | -7.0% |
| 3M | -11.7% | -13.9% | +2.2% | -7.8% |
| 6M | +16.2% | +6.6% | +9.7% | +10.6% |
| YTD | +27.0% | -22.0% | +49.0% | +36.7% |
| 1Y | +10.1% | -8.8% | +18.9% | +11.1% |
| 3Y | +46.2% | -21.5% | +67.7% | +51.0% |
| 5Y | +121.4% | -41.0% | +162.4% | +149.6% |
| 10Y | +11.0% | +40.9% | -29.9% | -9.2% |
| All | +390.6% | +1,503.6% | -1,113.0% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling