+106.2%
COST vs D
+8.5%
+97.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -3.2% | +0.8% | -3.9% | -3.3% |
| 30D | -4.0% | -0.7% | -3.2% | -3.8% |
| 3M | -6.5% | +2.1% | -8.6% | -6.9% |
| 6M | -8.5% | +6.8% | -15.4% | -10.1% |
| YTD | +6.0% | +16.5% | -10.5% | +2.1% |
| 1Y | -5.8% | +19.2% | -25.0% | -9.9% |
| 3Y | +71.8% | +61.9% | +10.0% | +49.9% |
| 5Y | +106.2% | +6.5% | +99.7% | +120.2% |
| All | +106.2% | +8.5% | +97.7% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling