+9,676.5%
URI vs COPX
+186.2%
+9,490.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.3% | +2.0% |
| 7D | -2.0% | -4.0% | +2.0% | +0.6% |
| 30D | -12.9% | +4.5% | -17.5% | -15.7% |
| 3M | -6.7% | +0.8% | -7.6% | -9.4% |
| 6M | +19.0% | +3.2% | +15.8% | +10.5% |
| YTD | +25.5% | +26.7% | -1.2% | -1.7% |
| 1Y | +5.5% | +85.7% | -80.1% | -37.5% |
| 3Y | +111.3% | +151.2% | -39.9% | -5.3% |
| 5Y | +198.6% | +170.0% | +28.6% | +20.2% |
| 10Y | +1,179.9% | +572.9% | +607.0% | +141.4% |
| All | +9,676.5% | +186.2% | +9,490.2% | +3,544.5% |
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