+73.7%
COST vs URI
+121.2%
-47.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -1.2% |
| 7D | -3.1% | -2.0% | -1.2% | -3.0% |
| 30D | -2.8% | -12.9% | +10.2% | -1.7% |
| 3M | -5.7% | -6.7% | +1.1% | -5.3% |
| 6M | -8.8% | +19.0% | -27.8% | -10.9% |
| YTD | +6.7% | +25.5% | -18.9% | +3.3% |
| 1Y | -3.6% | +5.5% | -9.2% | -4.9% |
| All | +73.7% | +121.2% | -47.6% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling