+1,855.5%
COST vs URA
-31.1%
+1,886.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -3.1% | +1.1% | -4.2% | -3.3% |
| 30D | -2.8% | +7.4% | -10.2% | -3.8% |
| 3M | -5.7% | -8.4% | +2.7% | -5.0% |
| 6M | -8.8% | -12.7% | +4.0% | -8.1% |
| YTD | +6.7% | +7.8% | -1.1% | +3.7% |
| 1Y | -3.6% | +19.5% | -23.1% | -8.6% |
| 3Y | +75.1% | +116.4% | -41.3% | +47.5% |
| 5Y | +108.9% | +134.3% | -25.4% | +69.5% |
| 10Y | +586.2% | +359.3% | +226.9% | +380.0% |
| All | +1,855.5% | -31.1% | +1,886.6% | +1,609.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling