+132.4%
COPX vs URA
-31.1%
+163.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.1% |
| 7D | -4.0% | +1.1% | -5.1% | -4.6% |
| 30D | +4.5% | +7.4% | -2.8% | -0.1% |
| 3M | +0.8% | -8.4% | +9.2% | +6.3% |
| 6M | +3.2% | -12.7% | +15.9% | +11.9% |
| YTD | +26.7% | +7.8% | +18.9% | +20.7% |
| 1Y | +85.7% | +19.5% | +66.2% | +62.0% |
| 3Y | +151.2% | +116.4% | +34.7% | +42.9% |
| 5Y | +170.0% | +134.3% | +35.7% | +33.5% |
| 10Y | +572.9% | +359.3% | +213.7% | +93.8% |
| All | +132.4% | -31.1% | +163.5% | +89.0% |
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