-5.1%
COST vs DAR
+110.4%
-115.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | -2.5% | +0.9% | -3.4% | -2.5% |
| 30D | -4.4% | +6.4% | -10.9% | -4.8% |
| 3M | -8.1% | +13.2% | -21.3% | -8.7% |
| 6M | -9.2% | +26.2% | -35.4% | -10.6% |
| YTD | +5.1% | +84.4% | -79.3% | +0.8% |
| 1Y | -5.1% | +112.0% | -117.1% | -9.2% |
| All | -5.1% | +110.4% | -115.5% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling