+2,757.2%
UL vs COO
+5,493.5%
-2,736.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.8% |
| 7D | +0.3% | +4.3% | -4.0% | 0.0% |
| 30D | +7.0% | +17.6% | -10.6% | +6.1% |
| 3M | +5.8% | -13.9% | +19.7% | +6.6% |
| 6M | +16.1% | +6.6% | +9.6% | +15.6% |
| YTD | +4.5% | -22.0% | +26.5% | +5.7% |
| 1Y | -1.3% | -8.8% | +7.5% | -0.9% |
| 3Y | +35.0% | -21.5% | +56.4% | +36.0% |
| 5Y | +31.9% | -41.0% | +72.9% | +34.4% |
| 10Y | +99.3% | +40.9% | +58.4% | +95.0% |
| All | +2,757.2% | +5,493.5% | -2,736.3% | +2,465.9% |
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