+106.2%
COST vs URI
+206.8%
-100.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -3.2% | +2.5% | -5.7% | -3.6% |
| 30D | -4.0% | -12.5% | +8.6% | -1.9% |
| 3M | -6.5% | -6.2% | -0.3% | -5.9% |
| 6M | -8.5% | +25.9% | -34.4% | -13.2% |
| YTD | +6.0% | +26.2% | -20.2% | 0.0% |
| 1Y | -5.8% | +5.5% | -11.3% | -8.1% |
| 3Y | +71.8% | +125.0% | -53.1% | +35.6% |
| 5Y | +106.2% | +210.4% | -104.2% | +39.5% |
| All | +106.2% | +206.8% | -100.6% | +39.5% |
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