+2,731.1%
UL vs COO
+5,356.1%
-2,625.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.4% |
| 7D | +1.1% | +4.7% | -3.6% | +0.9% |
| 30D | +8.2% | +13.9% | -5.7% | +7.5% |
| 3M | +4.5% | -14.9% | +19.5% | +5.4% |
| 6M | +12.6% | +2.0% | +10.5% | +12.3% |
| YTD | +3.5% | -23.9% | +27.4% | +4.9% |
| 1Y | -0.4% | -9.6% | +9.2% | 0.0% |
| 3Y | +36.0% | -25.4% | +61.4% | +37.4% |
| 5Y | +30.9% | -41.2% | +72.1% | +33.4% |
| 10Y | +97.5% | +42.1% | +55.5% | +93.3% |
| All | +2,731.1% | +5,356.1% | -2,625.1% | +2,445.8% |
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 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