+120.5%
URI vs COO
-23.4%
+144.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.1% |
| 7D | -2.0% | -2.2% | +0.2% | -1.2% |
| 30D | -12.9% | -7.0% | -5.9% | -10.7% |
| 3M | -6.7% | +12.2% | -18.9% | -11.1% |
| 6M | +19.0% | -15.1% | +34.1% | +26.5% |
| YTD | +25.5% | -15.1% | +40.6% | +33.4% |
| 1Y | +5.5% | +2.3% | +3.2% | +4.0% |
| All | +120.5% | -23.4% | +144.0% | +124.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling