+7,614.5%
COST vs URI
+7,462.1%
+152.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.5% |
| 3M | +11.2% | -9.1% | +20.2% | +12.4% |
| 6M | +6.1% | +9.9% | -3.7% | +3.9% |
| YTD | +22.9% | +31.2% | -8.3% | +16.2% |
| 1Y | +14.7% | +25.9% | -11.2% | +9.1% |
| 3Y | +92.3% | +147.4% | -55.1% | +61.7% |
| 5Y | +116.6% | +179.7% | -63.1% | +76.0% |
| 10Y | +775.4% | +1,419.5% | -644.1% | +414.7% |
| All | +7,614.5% | +7,462.1% | +152.5% | +2,481.6% |
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 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