+1,213.1%
URI vs COPX
+322.8%
+890.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.7% |
| 7D | +2.6% | -1.5% | +4.1% | +3.6% |
| 30D | +9.1% | -14.0% | +23.1% | +18.3% |
| 3M | +1.0% | -17.1% | +18.1% | +11.1% |
| 6M | +23.3% | -15.9% | +39.2% | +31.2% |
| YTD | +43.3% | +2.6% | +40.7% | +28.0% |
| 1Y | +35.9% | +21.6% | +14.3% | +8.4% |
| 3Y | +158.6% | +142.7% | +16.0% | +19.5% |
| 5Y | +213.1% | +122.2% | +90.9% | +46.9% |
| 10Y | +1,213.1% | +338.8% | +874.3% | +223.1% |
| All | +1,213.1% | +322.8% | +890.3% | +223.1% |
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