+132.2%
COP vs URA
+25.6%
+106.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.9% |
| 7D | +4.4% | -1.5% | +6.0% | +4.6% |
| 30D | 0.0% | -10.4% | +10.4% | +1.6% |
| 3M | +15.0% | -29.6% | +44.7% | +21.7% |
| 6M | +22.0% | -40.3% | +62.3% | +32.6% |
| YTD | +55.3% | -25.5% | +80.8% | +56.0% |
| 1Y | +64.1% | -26.4% | +90.6% | +64.7% |
| 3Y | +34.1% | +31.4% | +2.6% | +2.4% |
| All | +132.2% | +25.6% | +106.6% | +70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling