+37.8%
UPS vs COO
+45.8%
-8.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +1.0% | -0.8% |
| 7D | -2.1% | -2.3% | +0.2% | -1.3% |
| 30D | -2.3% | -8.8% | +6.5% | +0.7% |
| 3M | -5.2% | +1.3% | -6.6% | -5.9% |
| 6M | +1.4% | -11.6% | +13.0% | +5.2% |
| YTD | +6.1% | -17.4% | +23.5% | +12.7% |
| 1Y | +27.0% | -1.6% | +28.6% | +26.4% |
| 3Y | -25.9% | -22.6% | -3.3% | -21.8% |
| 5Y | -34.6% | -40.3% | +5.8% | -26.0% |
| All | +37.8% | +45.8% | -8.0% | +21.8% |
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 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