+1,340.7%
URI vs COO
+41.2%
+1,299.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +2.1% |
| 7D | -9.8% | +4.7% | -14.5% | -12.2% |
| 30D | +1.7% | +13.9% | -12.2% | -5.5% |
| 3M | -9.1% | -14.9% | +5.9% | -2.1% |
| 6M | +9.9% | +2.0% | +7.8% | +5.8% |
| YTD | +31.2% | -23.9% | +55.1% | +49.1% |
| 1Y | +25.9% | -9.6% | +35.6% | +29.2% |
| 3Y | +147.4% | -25.4% | +172.8% | +168.7% |
| 5Y | +179.7% | -41.2% | +220.9% | +245.3% |
| All | +1,340.7% | +41.2% | +1,299.5% | +1,310.4% |
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