-9.6%
UPS vs COO
-25.3%
+15.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.0% |
| 7D | 0.0% | +4.7% | -4.7% | -1.1% |
| 30D | +17.3% | +13.9% | +3.4% | +13.5% |
| 3M | +6.6% | -14.9% | +21.6% | +10.8% |
| 6M | +12.0% | +2.0% | +10.0% | +10.1% |
| YTD | +14.4% | -23.9% | +38.3% | +22.8% |
| 1Y | +23.3% | -9.6% | +32.9% | +25.8% |
| 3Y | -9.6% | -25.4% | +15.8% | -6.2% |
| All | -9.6% | -25.3% | +15.7% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling