+43.3%
UPS vs COO
+40.1%
+3.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.7% | -1.5% |
| 7D | -0.6% | -2.1% | +1.5% | +0.1% |
| 30D | +16.4% | +13.9% | +2.5% | +11.5% |
| 3M | +7.9% | -18.9% | +26.9% | +15.0% |
| 6M | +15.8% | +3.7% | +12.1% | +12.7% |
| YTD | +16.6% | -24.1% | +40.7% | +26.5% |
| 1Y | +22.3% | -14.2% | +36.5% | +27.0% |
| 3Y | -6.2% | -24.5% | +18.2% | -1.1% |
| 5Y | -34.4% | -40.4% | +6.0% | -26.2% |
| All | +43.3% | +40.1% | +3.3% | +30.6% |
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