+11,743.1%
COST vs D
+2,347.4%
+9,395.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | -3.1% | +0.4% | -3.6% | -3.3% |
| 30D | -2.8% | -3.6% | +0.8% | -1.6% |
| 3M | -5.7% | -1.0% | -4.7% | -5.4% |
| 6M | -8.8% | +6.3% | -15.0% | -10.9% |
| YTD | +6.7% | +14.7% | -8.0% | +1.4% |
| 1Y | -3.6% | +16.9% | -20.6% | -9.2% |
| 3Y | +75.1% | +56.8% | +18.3% | +45.8% |
| 5Y | +108.9% | +5.2% | +103.7% | +99.0% |
| 10Y | +586.2% | +35.9% | +550.3% | +472.7% |
| All | +11,743.1% | +2,347.4% | +9,395.7% | +2,572.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling