+173.1%
COPX vs URA
+121.0%
+52.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.0% | +2.4% |
| 7D | +5.8% | +8.1% | -2.3% | +1.5% |
| 30D | +7.2% | +5.8% | +1.4% | +3.9% |
| 3M | +16.5% | +3.4% | +13.1% | +14.2% |
| 6M | +18.4% | -2.6% | +21.1% | +20.1% |
| YTD | +31.9% | +11.2% | +20.8% | +26.9% |
| 1Y | +88.5% | +19.8% | +68.7% | +72.3% |
| 3Y | +173.1% | +121.5% | +51.6% | +85.6% |
| All | +173.1% | +121.0% | +52.1% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling