+122.8%
COST vs DAR
-29.6%
+152.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.2% |
| 7D | +2.5% | +9.2% | -6.7% | +1.6% |
| 30D | +14.6% | -12.3% | +26.8% | +16.0% |
| 3M | +15.2% | -12.7% | +27.9% | +16.5% |
| 6M | +7.2% | -12.8% | +20.0% | +8.3% |
| YTD | +27.4% | +53.8% | -26.4% | +20.4% |
| 1Y | +20.2% | +60.3% | -40.1% | +12.9% |
| 3Y | +96.9% | +31.7% | +65.1% | +84.8% |
| 5Y | +122.8% | -27.7% | +150.6% | +133.0% |
| All | +122.8% | -29.6% | +152.4% | +133.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling