+144.6%
URI vs COO
-24.0%
+168.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.4% | -5.7% | -6.7% |
| 7D | -12.9% | +5.3% | -18.2% | -14.5% |
| 30D | -3.4% | +12.5% | -16.0% | -7.3% |
| 3M | -10.0% | -15.1% | +5.1% | -5.4% |
| 6M | +12.2% | +3.7% | +8.5% | +9.1% |
| YTD | +29.8% | -22.5% | +52.3% | +41.3% |
| 1Y | +24.6% | -7.8% | +32.4% | +26.8% |
| All | +144.6% | -24.0% | +168.6% | +147.4% |
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 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