-7.3%
COST vs D
+17.3%
-24.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -4.8% |
| 3M | -6.7% | -0.7% | -5.9% | -6.4% |
| 6M | -9.9% | +5.6% | -15.5% | -11.1% |
| YTD | +5.1% | +14.6% | -9.4% | +2.4% |
| 1Y | -7.3% | +15.3% | -22.6% | -9.1% |
| All | -7.3% | +17.3% | -24.5% | -9.1% |
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