-39.2%
UUUU vs COO
-39.4%
+0.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.1% |
| 7D | +1.4% | -2.1% | +3.4% | +2.3% |
| 30D | -27.9% | +13.9% | -41.9% | -32.1% |
| 3M | -53.8% | -18.9% | -34.9% | -49.8% |
| 6M | -68.1% | +3.7% | -71.9% | -69.8% |
| YTD | -54.1% | -24.1% | -29.9% | -48.8% |
| 1Y | -57.8% | -14.2% | -43.6% | -56.2% |
| 3Y | -15.4% | -24.5% | +9.0% | -14.9% |
| 5Y | -39.2% | -40.4% | +1.2% | -29.4% |
| All | -39.2% | -39.4% | +0.2% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling