-15.3%
FPS vs COO
-22.3%
+7.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | -1.0% | +15.4% | +14.4% |
| 7D | +9.5% | -2.3% | +11.8% | +9.3% |
| 30D | -33.8% | +13.3% | -47.0% | -34.7% |
| 3M | -34.9% | -18.1% | -16.8% | -30.7% |
| 6M | -42.9% | +6.7% | -49.6% | -49.2% |
| All | -15.3% | -22.3% | +7.0% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling