+10,947.3%
URI vs COPX
+124.2%
+10,823.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | +1.1% |
| 7D | +9.3% | +1.1% | +8.2% | +8.6% |
| 30D | +7.6% | -15.9% | +23.5% | +19.3% |
| 3M | +1.0% | -19.6% | +20.6% | +14.5% |
| 6M | +19.8% | -21.5% | +41.4% | +33.9% |
| YTD | +41.9% | -0.8% | +42.6% | +28.3% |
| 1Y | +33.4% | +15.2% | +18.2% | +8.5% |
| 3Y | +156.0% | +134.7% | +21.3% | +16.8% |
| 5Y | +209.5% | +111.3% | +98.2% | +45.3% |
| 10Y | +1,199.8% | +324.3% | +875.4% | +232.6% |
| All | +10,947.3% | +124.2% | +10,823.1% | +4,659.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling