+40.7%
URA vs COO
-25.3%
+66.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +4.6% |
| 7D | -4.1% | +4.7% | -8.8% | -4.6% |
| 30D | -19.0% | +13.9% | -32.9% | -20.3% |
| 3M | -25.1% | -14.9% | -10.2% | -23.8% |
| 6M | -44.5% | +2.0% | -46.5% | -45.3% |
| YTD | -24.3% | -23.9% | -0.4% | -21.2% |
| 1Y | -28.1% | -9.6% | -18.5% | -27.2% |
| 3Y | +40.7% | -25.4% | +66.1% | +43.5% |
| All | +40.7% | -25.3% | +66.0% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling