+27.4%
USFR vs COO
+137.3%
-109.9%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | +0.1% | -2.2% | +2.3% | +0.1% |
| 30D | +0.3% | -7.0% | +7.3% | +0.3% |
| 3M | +1.0% | +12.2% | -11.2% | +1.0% |
| 6M | +1.9% | -15.1% | +17.1% | +2.0% |
| YTD | +2.6% | -15.1% | +17.7% | +2.6% |
| 1Y | +4.0% | +2.3% | +1.7% | +4.0% |
| 3Y | +14.1% | -23.7% | +37.8% | +14.1% |
| 5Y | +20.4% | -38.9% | +59.3% | +20.5% |
| 10Y | +28.0% | +49.9% | -21.9% | +27.4% |
| All | +27.4% | +137.3% | -109.9% | +26.6% |
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