+246.2%
UPS vs COO
+1,822.5%
-1,576.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.1% |
| 7D | 0.0% | +4.7% | -4.7% | -0.9% |
| 30D | +17.3% | +13.9% | +3.4% | +14.1% |
| 3M | +6.6% | -14.9% | +21.6% | +9.9% |
| 6M | +12.0% | +2.0% | +10.0% | +10.6% |
| YTD | +14.4% | -23.9% | +38.3% | +20.4% |
| 1Y | +23.3% | -9.6% | +32.9% | +25.0% |
| 3Y | -9.6% | -25.4% | +15.8% | -5.8% |
| 5Y | -34.1% | -41.2% | +7.1% | -28.5% |
| 10Y | +49.5% | +42.1% | +7.4% | +36.1% |
| All | +246.2% | +1,822.5% | -1,576.3% | +122.6% |
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 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