+6,595.5%
COST vs URI
+7,134.6%
-539.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -1.3% |
| 7D | -3.1% | -2.0% | -1.2% | -2.9% |
| 30D | -2.8% | -12.9% | +10.2% | -0.8% |
| 3M | -5.7% | -6.7% | +1.1% | -5.0% |
| 6M | -8.8% | +19.0% | -27.8% | -12.0% |
| YTD | +6.7% | +25.5% | -18.9% | +1.7% |
| 1Y | -3.6% | +5.5% | -9.2% | -5.9% |
| 3Y | +75.1% | +111.3% | -36.2% | +50.9% |
| 5Y | +108.9% | +198.6% | -89.6% | +68.2% |
| 10Y | +586.2% | +1,179.9% | -593.7% | +314.2% |
| All | +6,595.5% | +7,134.6% | -539.1% | +2,160.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling