+227.0%
UPS vs COO
+2,045.4%
-1,818.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | -2.9% | -2.2% | -0.7% | -2.4% |
| 30D | -3.5% | -7.0% | +3.5% | -2.0% |
| 3M | -5.7% | +12.2% | -17.9% | -8.3% |
| 6M | -4.4% | -15.1% | +10.7% | -1.2% |
| YTD | +8.0% | -15.1% | +23.1% | +11.6% |
| 1Y | +29.0% | +2.3% | +26.7% | +27.7% |
| 3Y | -27.7% | -23.7% | -4.0% | -24.8% |
| 5Y | -34.3% | -38.9% | +4.6% | -29.2% |
| 10Y | +37.8% | +49.9% | -12.1% | +24.2% |
| All | +227.0% | +2,045.4% | -1,818.4% | +106.2% |
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 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