-31.1%
URA vs COO
-7.7%
-23.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.9% | -7.0% | -1.1% |
| 7D | -10.5% | +8.4% | -19.0% | -10.6% |
| 30D | -18.6% | +13.5% | -32.1% | -18.9% |
| 3M | -23.0% | -13.8% | -9.3% | -22.7% |
| 6M | -40.3% | +4.7% | -45.0% | -41.3% |
| YTD | -23.5% | -21.4% | -2.1% | -16.9% |
| 1Y | -31.1% | -6.7% | -24.4% | -27.6% |
| All | -31.1% | -7.7% | -23.5% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling