+259.5%
UPS vs COO
+1,840.1%
-1,580.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | -1.6% | -2.3% | +0.7% | -1.1% |
| 30D | +17.9% | +13.3% | +4.7% | +14.8% |
| 3M | +9.4% | -18.1% | +27.5% | +13.7% |
| 6M | +16.2% | +6.7% | +9.5% | +13.6% |
| YTD | +18.8% | -23.2% | +42.0% | +24.8% |
| 1Y | +26.1% | -12.3% | +38.4% | +28.6% |
| 3Y | -4.5% | -23.6% | +19.1% | -0.9% |
| 5Y | -33.2% | -38.7% | +5.5% | -28.1% |
| 10Y | +44.3% | +42.2% | +2.1% | +31.3% |
| All | +259.5% | +1,840.1% | -1,580.6% | +130.7% |
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