+82.0%
COPX vs URA
-51.6%
+133.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.8% | +0.5% | -1.0% |
| 7D | +1.1% | +4.5% | -3.3% | -1.5% |
| 30D | -15.9% | -13.4% | -2.4% | -8.2% |
| 3M | -19.6% | -28.4% | +8.8% | -1.9% |
| 6M | -21.5% | -40.5% | +19.0% | +7.2% |
| YTD | -0.8% | -24.3% | +23.5% | +16.8% |
| 1Y | +15.2% | -28.8% | +44.0% | +39.5% |
| 3Y | +134.7% | +37.6% | +97.1% | +77.1% |
| 5Y | +111.3% | +30.7% | +80.6% | +54.6% |
| 10Y | +324.3% | +266.8% | +57.6% | +38.5% |
| All | +82.0% | -51.6% | +133.6% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling