+2,653.9%
UL vs COO
+5,988.7%
-3,334.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | -1.3% | -2.2% | +0.9% | -1.2% |
| 30D | +0.5% | -7.0% | +7.5% | +0.9% |
| 3M | +17.6% | +12.2% | +5.4% | +16.9% |
| 6M | -5.4% | -15.1% | +9.7% | -4.6% |
| YTD | +0.7% | -15.1% | +15.8% | +1.5% |
| 1Y | -9.3% | +2.3% | -11.6% | -9.4% |
| 3Y | +24.5% | -23.7% | +48.2% | +25.7% |
| 5Y | +23.2% | -38.9% | +62.1% | +25.3% |
| 10Y | +64.5% | +49.9% | +14.6% | +60.5% |
| All | +2,653.9% | +5,988.7% | -3,334.9% | +2,363.8% |
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