+41.0%
URA vs COO
-22.2%
+63.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.3% |
| 7D | +0.3% | +4.5% | -4.2% | -0.2% |
| 30D | -14.8% | +16.9% | -31.7% | -16.4% |
| 3M | -25.3% | -16.7% | -8.6% | -23.7% |
| 6M | -39.9% | +5.9% | -45.9% | -41.1% |
| YTD | -22.4% | -22.4% | 0.0% | -19.3% |
| 1Y | -29.0% | -10.1% | -18.9% | -27.9% |
| 3Y | +41.0% | -22.8% | +63.8% | +42.2% |
| All | +41.0% | -22.2% | +63.2% | +42.2% |
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