+203.4%
URI vs COO
-38.8%
+242.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.3% |
| 7D | -2.0% | -2.2% | +0.2% | -1.0% |
| 30D | -12.9% | -7.0% | -5.9% | -10.1% |
| 3M | -6.7% | +12.2% | -18.9% | -12.3% |
| 6M | +19.0% | -15.1% | +34.1% | +27.8% |
| YTD | +25.5% | -15.1% | +40.6% | +34.9% |
| 1Y | +5.5% | +2.3% | +3.2% | +3.0% |
| 3Y | +111.3% | -23.7% | +135.0% | +129.0% |
| All | +203.4% | -38.8% | +242.2% | +259.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling