+70.1%
COST vs USAR
+58.5%
+11.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | -0.1% |
| 7D | -2.5% | -9.3% | +6.8% | -2.6% |
| 30D | -4.4% | -15.2% | +10.7% | -4.6% |
| 3M | -8.1% | -21.1% | +13.0% | -8.2% |
| 6M | -9.2% | -21.6% | +12.3% | -9.4% |
| YTD | +5.1% | +34.8% | -29.7% | +5.2% |
| 1Y | -5.1% | +15.6% | -20.7% | -4.7% |
| 3Y | +70.4% | +57.7% | +12.6% | +77.0% |
| All | +70.1% | +58.5% | +11.6% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling