+609.0%
COST vs URI
+1,196.9%
-587.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -1.0% |
| 7D | -2.8% | +5.0% | -7.8% | -3.5% |
| 30D | -5.3% | -9.4% | +4.1% | -4.0% |
| 3M | -6.7% | -5.8% | -0.8% | -6.2% |
| 6M | -9.9% | +25.8% | -35.8% | -13.7% |
| YTD | +5.1% | +27.9% | -22.8% | +0.1% |
| 1Y | -7.3% | +9.7% | -17.0% | -9.8% |
| 3Y | +70.4% | +128.0% | -57.6% | +44.7% |
| 5Y | +104.4% | +212.4% | -108.0% | +62.0% |
| 10Y | +609.0% | +1,271.8% | -662.8% | +363.0% |
| All | +609.0% | +1,196.9% | -587.9% | +363.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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