-53.6%
URA vs COO
+411.2%
-464.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.4% | -3.8% | -4.8% |
| 7D | -13.3% | +5.3% | -18.5% | -14.8% |
| 30D | -25.9% | +12.5% | -38.4% | -29.0% |
| 3M | -27.8% | -15.1% | -12.6% | -24.3% |
| 6M | -42.8% | +3.7% | -46.5% | -44.9% |
| YTD | -27.5% | -22.5% | -5.0% | -22.1% |
| 1Y | -35.1% | -7.8% | -27.3% | -34.8% |
| 3Y | +31.1% | -24.1% | +55.1% | +35.8% |
| 5Y | +29.8% | -40.1% | +69.9% | +45.4% |
| 10Y | +265.1% | +44.7% | +220.4% | +179.4% |
| All | -53.6% | +411.2% | -464.8% | -79.9% |
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