+11.9%
COST vs D
+23.9%
-12.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.4% | -1.8% | +1.3% |
| 7D | +6.6% | +8.5% | -1.9% | +4.1% |
| 30D | +13.5% | +14.3% | -0.8% | +9.3% |
| 3M | +10.6% | +1.8% | +8.8% | +9.7% |
| 6M | +3.6% | +13.0% | -9.4% | +0.2% |
| YTD | +22.1% | +22.7% | -0.7% | +16.2% |
| 1Y | +11.9% | +22.6% | -10.7% | +6.4% |
| All | +11.9% | +23.9% | -12.0% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling