-31.0%
URA vs COO
+460.1%
-491.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.3% |
| 7D | +1.1% | -2.2% | +3.3% | +1.9% |
| 30D | +7.4% | -7.0% | +14.4% | +10.0% |
| 3M | -8.4% | +12.2% | -20.6% | -13.2% |
| 6M | -12.7% | -15.1% | +2.4% | -8.3% |
| YTD | +7.8% | -15.1% | +22.9% | +13.1% |
| 1Y | +19.5% | +2.3% | +17.1% | +16.2% |
| 3Y | +116.4% | -23.7% | +140.1% | +126.6% |
| 5Y | +134.3% | -38.9% | +173.2% | +163.5% |
| 10Y | +359.3% | +49.9% | +309.3% | +251.0% |
| All | -31.0% | +460.1% | -491.1% | -70.8% |
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