+1,179.9%
URI vs COO
+49.3%
+1,130.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.4% |
| 7D | -2.0% | -2.2% | +0.2% | -0.8% |
| 30D | -12.9% | -7.0% | -5.9% | -9.5% |
| 3M | -6.7% | +12.2% | -18.9% | -13.4% |
| 6M | +19.0% | -15.1% | +34.1% | +29.1% |
| YTD | +25.5% | -15.1% | +40.6% | +36.2% |
| 1Y | +5.5% | +2.3% | +3.2% | +2.1% |
| 3Y | +111.3% | -23.7% | +135.0% | +131.5% |
| 5Y | +198.6% | -38.9% | +237.5% | +269.6% |
| All | +1,179.9% | +49.3% | +1,130.6% | +1,036.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling