+604.2%
COST vs DAR
+375.1%
+229.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | -2.5% | +0.9% | -3.4% | -2.6% |
| 30D | -4.4% | +6.4% | -10.9% | -5.3% |
| 3M | -8.1% | +13.2% | -21.3% | -9.8% |
| 6M | -9.2% | +26.2% | -35.4% | -12.3% |
| YTD | +5.1% | +84.4% | -79.3% | -3.6% |
| 1Y | -5.1% | +112.0% | -117.1% | -14.8% |
| 3Y | +70.4% | +13.4% | +57.0% | +63.8% |
| 5Y | +104.7% | -6.0% | +110.7% | +99.6% |
| All | +604.2% | +375.1% | +229.1% | +401.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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