+1,186.3%
URI vs COPX
+583.8%
+602.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -2.1% | -2.3% | +0.3% | -0.8% |
| 30D | -12.4% | +0.3% | -12.7% | -12.9% |
| 3M | -7.3% | +6.8% | -14.1% | -12.1% |
| 6M | +27.2% | +7.9% | +19.2% | +16.0% |
| YTD | +23.0% | +23.7% | -0.8% | -0.6% |
| 1Y | +3.9% | +71.5% | -67.6% | -33.1% |
| 3Y | +121.6% | +149.1% | -27.5% | +3.8% |
| 5Y | +201.1% | +167.3% | +33.7% | +26.9% |
| All | +1,186.3% | +583.8% | +602.5% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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