+68.1%
COST vs DAR
+9.6%
+58.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -5.3% | +7.4% | -12.7% | -5.6% |
| 3M | -6.7% | +15.7% | -22.3% | -7.3% |
| 6M | -9.9% | +30.0% | -40.0% | -11.1% |
| YTD | +5.1% | +87.5% | -82.4% | +1.9% |
| 1Y | -7.3% | +113.4% | -120.7% | -10.8% |
| All | +68.1% | +9.6% | +58.5% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling