+104.6%
UL vs COO
+38.3%
+66.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +2.6% | +4.5% | -1.9% | +1.4% |
| 30D | +6.8% | +16.9% | -10.2% | +2.7% |
| 3M | +5.7% | -16.7% | +22.4% | +10.2% |
| 6M | +15.9% | +5.9% | +9.9% | +13.6% |
| YTD | +4.3% | -22.4% | +26.7% | +10.1% |
| 1Y | -0.4% | -10.1% | +9.7% | +1.4% |
| 3Y | +35.0% | -22.8% | +57.7% | +38.9% |
| 5Y | +31.6% | -41.4% | +73.0% | +44.3% |
| 10Y | +104.6% | +41.3% | +63.4% | +64.0% |
| All | +104.6% | +38.3% | +66.3% | +64.0% |
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