+1,751.1%
COP vs URI
+7,377.6%
-5,626.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.1% | +6.0% | +0.6% |
| 7D | -9.7% | -12.9% | +3.2% | -6.8% |
| 30D | +4.7% | -3.4% | +8.1% | +5.4% |
| 3M | +18.5% | -10.0% | +28.6% | +20.9% |
| 6M | +11.4% | +12.2% | -0.8% | +7.1% |
| YTD | +47.9% | +29.8% | +18.1% | +35.3% |
| 1Y | +59.3% | +24.6% | +34.7% | +47.0% |
| 3Y | +23.6% | +137.6% | -114.0% | -4.3% |
| 5Y | +113.1% | +176.6% | -63.5% | +56.1% |
| 10Y | +329.1% | +1,402.6% | -1,073.5% | +116.5% |
| All | +1,751.1% | +7,377.6% | -5,626.5% | +450.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling