+31.1%
UL vs COO
-41.6%
+72.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.2% |
| 7D | +1.1% | +4.7% | -3.6% | +0.2% |
| 30D | +8.2% | +13.9% | -5.7% | +5.4% |
| 3M | +4.5% | -14.9% | +19.5% | +7.7% |
| 6M | +12.6% | +2.0% | +10.5% | +11.7% |
| YTD | +3.5% | -23.9% | +27.4% | +8.4% |
| 1Y | -0.4% | -9.6% | +9.2% | +1.1% |
| 3Y | +36.0% | -25.4% | +61.4% | +40.0% |
| All | +31.1% | -41.6% | +72.7% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling