+64.1%
COP vs URA
-29.3%
+93.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.4% |
| 7D | +4.4% | -1.5% | +6.0% | +4.3% |
| 30D | 0.0% | -10.4% | +10.4% | -1.1% |
| 3M | +15.0% | -29.6% | +44.7% | +11.3% |
| 6M | +22.0% | -40.3% | +62.3% | +18.0% |
| YTD | +55.3% | -25.5% | +80.8% | +48.0% |
| 1Y | +64.1% | -26.4% | +90.6% | +57.0% |
| All | +64.1% | -29.3% | +93.4% | +57.0% |
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