+44.3%
UPS vs COO
+40.7%
+3.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | -0.1% | +1.6% |
| 7D | +1.1% | +4.3% | -3.2% | -0.2% |
| 30D | +17.3% | +17.6% | -0.3% | +11.2% |
| 3M | +7.9% | -13.9% | +21.8% | +12.6% |
| 6M | +13.7% | +6.6% | +7.2% | +9.7% |
| YTD | +17.2% | -22.0% | +39.2% | +26.0% |
| 1Y | +23.2% | -8.8% | +32.0% | +25.3% |
| 3Y | -5.9% | -21.5% | +15.6% | -2.0% |
| 5Y | -33.1% | -41.0% | +8.0% | -24.5% |
| 10Y | +44.3% | +40.9% | +3.4% | +31.0% |
| All | +44.3% | +40.7% | +3.6% | +31.0% |
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