+336.7%
COP vs URI
+1,173.3%
-836.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.1% |
| 7D | +4.4% | +6.7% | -2.3% | +1.4% |
| 30D | 0.0% | +8.9% | -8.9% | -4.1% |
| 3M | +15.0% | +0.5% | +14.5% | +13.4% |
| 6M | +22.0% | +20.7% | +1.3% | +9.5% |
| YTD | +55.3% | +40.0% | +15.3% | +26.0% |
| 1Y | +64.1% | +34.4% | +29.7% | +35.3% |
| 3Y | +34.1% | +149.5% | -115.4% | -23.3% |
| 5Y | +133.4% | +205.6% | -72.2% | +12.8% |
| All | +336.7% | +1,173.3% | -836.6% | -12.5% |
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