+609.0%
COST vs D
+34.1%
+574.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.4% |
| 7D | -2.8% | -0.4% | -2.3% | -2.7% |
| 30D | -5.3% | -2.1% | -3.2% | -4.7% |
| 3M | -6.7% | -0.7% | -5.9% | -6.5% |
| 6M | -9.9% | +5.6% | -15.5% | -11.5% |
| YTD | +5.1% | +14.6% | -9.4% | +0.9% |
| 1Y | -7.3% | +15.3% | -22.6% | -11.3% |
| 3Y | +70.4% | +59.1% | +11.3% | +45.6% |
| 5Y | +104.4% | +3.9% | +100.5% | +100.3% |
| 10Y | +609.0% | +38.5% | +570.5% | +547.4% |
| All | +609.0% | +34.1% | +574.9% | +547.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling