+118.5%
COST vs URI
+179.7%
-61.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.3% |
| 7D | +4.1% | -9.8% | +13.9% | +5.6% |
| 30D | +12.0% | +1.7% | +10.2% | +11.4% |
| 3M | +11.2% | -9.1% | +20.2% | +12.5% |
| 6M | +6.1% | +9.9% | -3.7% | +3.5% |
| YTD | +22.9% | +31.2% | -8.3% | +14.9% |
| 1Y | +14.7% | +25.9% | -11.2% | +8.0% |
| 3Y | +92.3% | +147.4% | -55.1% | +47.7% |
| All | +118.5% | +179.7% | -61.2% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling