+191.7%
COP vs URA
+131.0%
+60.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | 0.0% |
| 7D | -0.8% | +8.1% | -8.9% | -2.3% |
| 30D | +15.6% | +5.8% | +9.8% | +14.1% |
| 3M | +14.3% | +3.4% | +10.9% | +12.8% |
| 6M | +17.0% | -2.6% | +19.6% | +15.1% |
| YTD | +47.4% | +11.2% | +36.3% | +38.9% |
| 1Y | +52.4% | +19.8% | +32.6% | +38.1% |
| 3Y | +20.8% | +121.5% | -100.6% | -15.2% |
| 5Y | +191.7% | +134.5% | +57.2% | +96.7% |
| All | +191.7% | +131.0% | +60.7% | +96.7% |
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