+758.9%
COST vs D
+44.7%
+714.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +4.6% | +2.4% | +2.2% | +3.9% |
| 30D | +12.8% | +10.9% | +1.8% | +9.5% |
| 3M | +12.1% | +2.8% | +9.2% | +11.1% |
| 6M | +6.0% | +12.7% | -6.7% | +2.3% |
| YTD | +24.4% | +20.3% | +4.0% | +17.6% |
| 1Y | +17.1% | +17.1% | 0.0% | +11.5% |
| 3Y | +92.2% | +75.1% | +17.0% | +59.6% |
| 5Y | +122.5% | +13.1% | +109.4% | +112.7% |
| 10Y | +758.9% | +48.3% | +710.7% | +673.7% |
| All | +758.9% | +44.7% | +714.2% | +673.7% |
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