-18.5%
UUUU vs COO
-24.6%
+6.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.4% |
| 7D | +1.4% | -2.1% | +3.4% | +1.7% |
| 30D | -27.9% | +13.9% | -41.9% | -29.4% |
| 3M | -53.8% | -18.9% | -34.9% | -52.5% |
| 6M | -68.1% | +3.7% | -71.9% | -68.8% |
| YTD | -54.1% | -24.1% | -29.9% | -51.7% |
| 1Y | -57.8% | -14.2% | -43.6% | -56.9% |
| All | -18.5% | -24.6% | +6.1% | -18.4% |
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