+106.2%
COST vs USAR
-20.3%
+126.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.4% |
| 7D | +2.5% | +8.8% | -6.3% | +2.6% |
| 30D | +14.6% | -28.5% | +43.0% | +14.2% |
| 3M | +15.2% | -56.2% | +71.4% | +14.3% |
| 6M | +7.2% | -68.4% | +75.6% | +6.4% |
| YTD | +27.4% | -32.2% | +59.6% | +26.7% |
| 1Y | +20.2% | -52.3% | +72.5% | +19.5% |
| 3Y | +96.9% | -21.2% | +118.0% | +102.7% |
| All | +106.2% | -20.3% | +126.5% | +114.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling