+298.3%
COP vs URI
+1,313.6%
-1,015.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.9% | -8.2% | -4.2% |
| 7D | -8.4% | -4.0% | -4.4% | -7.1% |
| 30D | +0.3% | +6.8% | -6.5% | -3.0% |
| 3M | +15.1% | -2.8% | +17.9% | +15.1% |
| 6M | +19.8% | +20.9% | -1.1% | +7.5% |
| YTD | +46.8% | +40.2% | +6.6% | +19.1% |
| 1Y | +59.7% | +34.1% | +25.7% | +32.0% |
| 3Y | +28.7% | +164.1% | -135.4% | -28.4% |
| 5Y | +110.7% | +199.3% | -88.6% | +3.3% |
| 10Y | +298.3% | +1,218.8% | -920.5% | -22.7% |
| All | +298.3% | +1,313.6% | -1,015.4% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling