-92.0%
UUUU vs COO
+501.3%
-593.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.5% |
| 7D | -1.4% | -2.2% | +0.9% | -0.3% |
| 30D | +16.3% | -7.0% | +23.3% | +20.1% |
| 3M | -16.7% | +12.2% | -28.9% | -22.7% |
| 6M | -33.7% | -15.1% | -18.5% | -29.5% |
| YTD | -0.5% | -15.1% | +14.6% | +5.4% |
| 1Y | +28.9% | +2.3% | +26.5% | +23.4% |
| 3Y | +99.9% | -23.7% | +123.5% | +110.8% |
| 5Y | +135.3% | -38.9% | +174.2% | +177.6% |
| 10Y | +518.4% | +49.9% | +468.4% | +361.3% |
| All | -92.0% | +501.3% | -593.4% | -96.5% |
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