+395.8%
COP vs URA
-51.6%
+447.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | -0.9% |
| 7D | -11.5% | -4.1% | -7.4% | -10.3% |
| 30D | +5.0% | -19.0% | +24.0% | +12.1% |
| 3M | +17.5% | -25.1% | +42.6% | +27.7% |
| 6M | +16.2% | -44.5% | +60.7% | +37.9% |
| YTD | +48.8% | -24.3% | +73.1% | +52.4% |
| 1Y | +64.1% | -28.1% | +92.2% | +70.0% |
| 3Y | +25.7% | +40.7% | -15.0% | -9.3% |
| 5Y | +114.4% | +35.5% | +78.9% | +50.0% |
| 10Y | +331.7% | +281.2% | +50.5% | +72.9% |
| All | +395.8% | -51.6% | +447.4% | +233.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling