+1,151.9%
URI vs COO
+40.1%
+1,111.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.4% |
| 7D | +9.3% | -2.1% | +11.4% | +10.6% |
| 30D | +7.6% | +13.9% | -6.3% | -0.1% |
| 3M | +1.0% | -18.9% | +20.0% | +11.9% |
| 6M | +19.8% | +3.7% | +16.1% | +14.4% |
| YTD | +41.9% | -24.1% | +66.0% | +61.6% |
| 1Y | +33.4% | -14.2% | +47.6% | +41.1% |
| 3Y | +156.0% | -24.5% | +180.5% | +175.8% |
| 5Y | +209.5% | -40.4% | +250.0% | +280.5% |
| All | +1,151.9% | +40.1% | +1,111.8% | +1,056.7% |
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 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