+62.2%
COP vs URA
-29.1%
+91.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.4% | +1.2% |
| 7D | +3.4% | +4.5% | -1.1% | +3.9% |
| 30D | -0.6% | -13.4% | +12.8% | -2.0% |
| 3M | +10.8% | -28.4% | +39.2% | +7.4% |
| 6M | +19.6% | -40.5% | +60.1% | +15.8% |
| YTD | +52.9% | -24.3% | +77.2% | +46.3% |
| 1Y | +62.2% | -28.8% | +91.0% | +56.4% |
| All | +62.2% | -29.1% | +91.3% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling