+35.6%
URA vs COO
-41.3%
+76.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | +2.9% | -2.3% | +5.2% | +3.6% |
| 30D | -10.8% | +13.3% | -24.1% | -14.3% |
| 3M | -25.5% | -18.1% | -7.4% | -21.3% |
| 6M | -41.2% | +6.7% | -47.9% | -43.9% |
| YTD | -21.3% | -23.2% | +1.9% | -15.1% |
| 1Y | -25.7% | -12.3% | -13.4% | -23.8% |
| 3Y | +43.1% | -23.6% | +66.6% | +44.9% |
| 5Y | +35.6% | -38.7% | +74.3% | +47.7% |
| All | +35.6% | -41.3% | +76.9% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling