+749.2%
COST vs URA
+272.2%
+477.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +0.9% |
| 7D | +2.5% | +4.5% | -2.0% | +1.9% |
| 30D | +14.6% | -13.4% | +28.0% | +16.3% |
| 3M | +15.2% | -28.4% | +43.6% | +19.3% |
| 6M | +7.2% | -40.5% | +47.7% | +13.2% |
| YTD | +27.4% | -24.3% | +51.7% | +28.6% |
| 1Y | +20.2% | -28.8% | +49.0% | +22.2% |
| 3Y | +96.9% | +37.6% | +59.2% | +73.9% |
| 5Y | +122.8% | +30.7% | +92.1% | +92.8% |
| All | +749.2% | +272.2% | +477.0% | +463.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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