+107.7%
COST vs DG
-37.9%
+145.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | -1.2% | -6.5% | +5.3% | -0.2% |
| 30D | -4.7% | +4.2% | -8.9% | -5.4% |
| 3M | -7.1% | +9.5% | -16.6% | -8.5% |
| 6M | -8.5% | -13.1% | +4.6% | -7.0% |
| YTD | +5.4% | -4.8% | +10.2% | +5.7% |
| 1Y | -5.6% | +20.6% | -26.2% | -9.1% |
| 3Y | +68.5% | +4.9% | +63.5% | +61.1% |
| All | +107.7% | -37.9% | +145.6% | +147.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling