+760.1%
COST vs URI
+1,173.3%
-413.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | +5.0% | +6.7% | -1.7% | +4.0% |
| 30D | +12.8% | +8.9% | +4.0% | +11.3% |
| 3M | +15.2% | +0.5% | +14.6% | +14.7% |
| 6M | +7.4% | +20.7% | -13.3% | +3.8% |
| YTD | +29.0% | +40.0% | -11.0% | +20.9% |
| 1Y | +20.3% | +34.4% | -14.1% | +13.3% |
| 3Y | +99.0% | +149.5% | -50.5% | +66.0% |
| 5Y | +125.7% | +205.6% | -79.9% | +77.8% |
| All | +760.1% | +1,173.3% | -413.2% | +463.4% |
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