+2,235.7%
COST vs URA
-51.6%
+2,287.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.4% |
| 3M | +15.2% | -28.4% | +43.6% | +19.6% |
| 6M | +7.2% | -40.5% | +47.7% | +13.5% |
| YTD | +27.4% | -24.3% | +51.7% | +29.0% |
| 1Y | +20.2% | -28.8% | +49.0% | +22.5% |
| 3Y | +96.9% | +37.6% | +59.2% | +76.0% |
| 5Y | +122.8% | +30.7% | +92.1% | +96.1% |
| 10Y | +764.3% | +266.8% | +497.5% | +518.6% |
| All | +2,235.7% | -51.6% | +2,287.3% | +2,027.7% |
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