+28.1%
USFR vs COO
+43.7%
-15.7%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.8% | 0.0% |
| 7D | +0.1% | -2.3% | +2.4% | +0.1% |
| 30D | +0.3% | -8.8% | +9.1% | +0.3% |
| 3M | +1.0% | +1.3% | -0.4% | +1.0% |
| 6M | +1.9% | -11.6% | +13.5% | +1.9% |
| YTD | +2.7% | -17.4% | +20.1% | +2.7% |
| 1Y | +4.0% | -1.6% | +5.6% | +4.0% |
| 3Y | +14.0% | -22.6% | +36.7% | +14.0% |
| 5Y | +20.4% | -40.3% | +60.8% | +20.4% |
| 10Y | +28.1% | +45.2% | -17.1% | +27.8% |
| All | +28.1% | +43.7% | -15.7% | +27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling