+1,734.7%
COP vs URI
+7,134.6%
-5,399.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.5% |
| 7D | +3.0% | -2.0% | +5.0% | +3.4% |
| 30D | +17.5% | -12.9% | +30.4% | +21.2% |
| 3M | +13.4% | -6.7% | +20.1% | +14.4% |
| 6M | +17.7% | +19.0% | -1.3% | +11.0% |
| YTD | +46.6% | +25.5% | +21.1% | +35.6% |
| 1Y | +44.6% | +5.5% | +39.1% | +39.0% |
| 3Y | +20.7% | +111.3% | -90.6% | -3.8% |
| 5Y | +185.0% | +198.6% | -13.5% | +105.6% |
| 10Y | +347.0% | +1,179.9% | -832.9% | +133.0% |
| All | +1,734.7% | +7,134.6% | -5,399.9% | +451.6% |
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