+92.2%
COST vs URA
+41.9%
+50.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | 0.0% |
| 7D | +4.6% | +0.3% | +4.3% | +4.6% |
| 30D | +12.8% | -14.8% | +27.5% | +13.1% |
| 3M | +12.1% | -25.3% | +37.4% | +12.7% |
| 6M | +6.0% | -39.9% | +45.9% | +7.6% |
| YTD | +24.4% | -22.4% | +46.8% | +23.6% |
| 1Y | +17.1% | -29.0% | +46.1% | +17.0% |
| 3Y | +92.2% | +41.0% | +51.2% | +73.9% |
| All | +92.2% | +41.9% | +50.3% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling