-51.5%
URA vs COO
+401.9%
-453.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +5.0% |
| 7D | -4.1% | +4.7% | -8.8% | -5.8% |
| 30D | -19.0% | +13.9% | -32.9% | -22.8% |
| 3M | -25.1% | -14.9% | -10.2% | -21.6% |
| 6M | -44.5% | +2.0% | -46.5% | -46.2% |
| YTD | -24.3% | -23.9% | -0.4% | -18.2% |
| 1Y | -28.1% | -9.6% | -18.5% | -27.3% |
| 3Y | +40.7% | -25.4% | +66.1% | +46.6% |
| 5Y | +35.5% | -41.2% | +76.6% | +52.7% |
| 10Y | +281.2% | +42.1% | +239.1% | +193.3% |
| All | -51.5% | +401.9% | -453.5% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling