+324.2%
CSCO vs URA
+289.1%
+35.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +4.0% |
| 7D | -4.7% | +0.3% | -5.0% | -4.7% |
| 30D | -17.1% | -14.8% | -2.3% | -14.2% |
| 3M | -19.6% | -25.3% | +5.7% | -14.7% |
| 6M | +2.4% | -39.9% | +42.3% | +13.3% |
| YTD | +29.8% | -22.4% | +52.2% | +34.2% |
| 1Y | +38.7% | -29.0% | +67.6% | +45.8% |
| 3Y | +101.3% | +41.0% | +60.4% | +74.0% |
| 5Y | +94.8% | +38.3% | +56.5% | +63.3% |
| 10Y | +324.2% | +276.1% | +48.2% | +136.1% |
| All | +324.2% | +289.1% | +35.2% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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