+324.8%
COPX vs URA
+272.2%
+52.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.8% | +0.5% | -1.1% |
| 7D | +1.1% | +4.5% | -3.3% | -1.4% |
| 30D | -15.9% | -13.4% | -2.4% | -8.6% |
| 3M | -19.6% | -28.4% | +8.8% | -3.0% |
| 6M | -21.5% | -40.5% | +19.0% | +5.2% |
| YTD | -0.8% | -24.3% | +23.5% | +16.2% |
| 1Y | +15.2% | -28.8% | +44.0% | +38.5% |
| 3Y | +134.7% | +37.6% | +97.1% | +82.5% |
| 5Y | +111.3% | +30.7% | +80.6% | +60.6% |
| All | +324.8% | +272.2% | +52.5% | +53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling