+17.1%
COST vs D
+16.4%
+0.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +4.6% | +2.4% | +2.2% | +3.8% |
| 30D | +12.8% | +10.9% | +1.8% | +9.4% |
| 3M | +12.1% | +2.8% | +9.2% | +10.9% |
| 6M | +6.0% | +12.7% | -6.7% | +2.6% |
| YTD | +24.4% | +20.3% | +4.0% | +18.7% |
| 1Y | +17.1% | +17.1% | 0.0% | +11.8% |
| All | +17.1% | +16.4% | +0.7% | +11.8% |
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