+760.1%
COST vs URA
+266.3%
+493.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.5% |
| 7D | +5.0% | -1.5% | +6.5% | +5.1% |
| 30D | +12.8% | -10.4% | +23.2% | +14.0% |
| 3M | +15.2% | -29.6% | +44.8% | +19.5% |
| 6M | +7.4% | -40.3% | +47.7% | +13.4% |
| YTD | +29.0% | -25.5% | +54.5% | +30.5% |
| 1Y | +20.3% | -26.4% | +46.7% | +21.6% |
| 3Y | +99.0% | +31.4% | +67.6% | +77.1% |
| 5Y | +125.7% | +28.6% | +97.1% | +95.6% |
| All | +760.1% | +266.3% | +493.9% | +471.3% |
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