+68.5%
COST vs DE
+74.6%
-6.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -1.2% | -2.6% | +1.4% | -1.0% |
| 30D | -4.7% | +9.0% | -13.7% | -5.5% |
| 3M | -7.1% | +19.1% | -26.3% | -8.9% |
| 6M | -8.5% | +14.4% | -22.9% | -10.0% |
| YTD | +5.4% | +45.9% | -40.6% | +0.4% |
| 1Y | -5.6% | +43.6% | -49.2% | -10.0% |
| 3Y | +68.5% | +75.9% | -7.4% | +56.2% |
| All | +68.5% | +74.6% | -6.1% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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