-96.3%
UUUU vs COO
+437.4%
-533.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.1% |
| 7D | +1.4% | -2.1% | +3.4% | +2.4% |
| 30D | -27.9% | +13.9% | -41.9% | -32.4% |
| 3M | -53.8% | -18.9% | -34.9% | -49.8% |
| 6M | -68.1% | +3.7% | -71.9% | -69.7% |
| YTD | -54.1% | -24.1% | -29.9% | -49.3% |
| 1Y | -57.8% | -14.2% | -43.6% | -56.3% |
| 3Y | -15.4% | -24.5% | +9.0% | -11.6% |
| 5Y | -39.2% | -40.4% | +1.2% | -28.1% |
| 10Y | +370.4% | +40.5% | +329.9% | +259.2% |
| All | -96.3% | +437.4% | -533.7% | -98.3% |
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