+7,706.6%
COST vs URI
+7,815.7%
-109.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | +4.6% | -6.0% | +10.6% | +5.4% |
| 30D | +12.8% | +4.6% | +8.2% | +11.8% |
| 3M | +12.1% | -2.7% | +14.8% | +12.2% |
| 6M | +6.0% | +18.4% | -12.4% | +2.6% |
| YTD | +24.4% | +37.4% | -13.0% | +16.7% |
| 1Y | +17.1% | +30.4% | -13.2% | +10.7% |
| 3Y | +92.2% | +147.9% | -55.8% | +61.5% |
| 5Y | +122.5% | +202.1% | -79.5% | +78.7% |
| 10Y | +758.9% | +1,182.4% | -423.5% | +419.3% |
| All | +7,706.6% | +7,815.7% | -109.1% | +2,493.9% |
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