+388.5%
COP vs URA
-31.1%
+419.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | +3.0% | +1.1% | +1.9% | +2.5% |
| 30D | +17.5% | +7.4% | +10.1% | +14.1% |
| 3M | +13.4% | -8.4% | +21.7% | +14.9% |
| 6M | +17.7% | -12.7% | +30.5% | +18.6% |
| YTD | +46.6% | +7.8% | +38.8% | +34.4% |
| 1Y | +44.6% | +19.5% | +25.2% | +23.9% |
| 3Y | +20.7% | +116.4% | -95.7% | -25.0% |
| 5Y | +185.0% | +134.3% | +50.8% | +60.0% |
| 10Y | +347.0% | +359.3% | -12.3% | +70.7% |
| All | +388.5% | -31.1% | +419.6% | +194.0% |
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 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