+11.9%
COST vs DG
+45.3%
-33.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.5% | -5.9% | +1.5% |
| 7D | +6.6% | +12.3% | -5.6% | +5.0% |
| 30D | +13.5% | +19.3% | -5.8% | +11.0% |
| 3M | +10.6% | +11.9% | -1.3% | +8.8% |
| 6M | +3.6% | +25.0% | -21.3% | +1.2% |
| YTD | +22.1% | +8.7% | +13.3% | +20.8% |
| 1Y | +11.9% | +44.7% | -32.8% | +9.7% |
| All | +11.9% | +45.3% | -33.4% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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