+606.1%
COST vs UL
+66.7%
+539.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.4% | +0.1% |
| 7D | -1.2% | -3.4% | +2.2% | -0.2% |
| 30D | -4.7% | +0.5% | -5.2% | -4.9% |
| 3M | -7.1% | +7.2% | -14.4% | -9.3% |
| 6M | -8.5% | -3.1% | -5.5% | -8.0% |
| YTD | +5.4% | -2.7% | +8.1% | +5.7% |
| 1Y | -5.6% | -10.2% | +4.6% | -3.1% |
| 3Y | +68.5% | +20.3% | +48.2% | +56.5% |
| 5Y | +105.2% | +19.9% | +85.3% | +88.2% |
| All | +606.1% | +66.7% | +539.4% | +528.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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