+179.2%
URI vs COO
-41.6%
+220.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.9% |
| 7D | -9.8% | +4.7% | -14.5% | -11.7% |
| 30D | +1.7% | +13.9% | -12.2% | -4.1% |
| 3M | -9.1% | -14.9% | +5.9% | -3.3% |
| 6M | +9.9% | +2.0% | +7.8% | +6.7% |
| YTD | +31.2% | -23.9% | +55.1% | +46.4% |
| 1Y | +25.9% | -9.6% | +35.6% | +29.1% |
| 3Y | +147.4% | -25.4% | +172.8% | +164.5% |
| All | +179.2% | -41.6% | +220.8% | +226.6% |
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 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