+72.4%
UBER vs COST
+310.9%
-238.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -5.4% | -1.2% | -4.2% | -4.8% |
| 30D | -4.9% | -4.7% | -0.2% | -2.8% |
| 3M | +3.0% | -7.1% | +10.2% | +6.6% |
| 6M | -4.4% | -8.5% | +4.1% | -0.9% |
| YTD | -12.3% | +5.4% | -17.7% | -15.6% |
| 1Y | -24.3% | -5.6% | -18.7% | -23.2% |
| 3Y | +46.4% | +68.5% | -22.0% | +7.6% |
| 5Y | +79.7% | +105.2% | -25.6% | +18.9% |
| All | +72.4% | +310.9% | -238.5% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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