+2,180.0%
COST vs URA
-50.4%
+2,230.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.4% |
| 7D | +4.6% | +0.3% | +4.3% | +4.5% |
| 30D | +12.8% | -14.8% | +27.5% | +14.8% |
| 3M | +12.1% | -25.3% | +37.4% | +15.7% |
| 6M | +6.0% | -39.9% | +45.9% | +12.1% |
| YTD | +24.4% | -22.4% | +46.8% | +25.6% |
| 1Y | +17.1% | -29.0% | +46.1% | +19.5% |
| 3Y | +92.2% | +41.0% | +51.2% | +71.3% |
| 5Y | +122.5% | +38.3% | +84.2% | +94.3% |
| 10Y | +758.9% | +276.1% | +482.9% | +512.9% |
| All | +2,180.0% | -50.4% | +2,230.4% | +1,970.9% |
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 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