+52.4%
COP vs URA
+20.2%
+32.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.8% |
| 7D | -0.8% | +8.1% | -8.9% | -0.2% |
| 30D | +15.6% | +5.8% | +9.8% | +16.2% |
| 3M | +14.3% | +3.4% | +10.9% | +15.2% |
| 6M | +17.0% | -2.6% | +19.6% | +17.4% |
| YTD | +47.4% | +11.2% | +36.3% | +48.3% |
| 1Y | +52.4% | +19.8% | +32.6% | +60.4% |
| All | +52.4% | +20.2% | +32.2% | +60.4% |
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