+2,030.3%
COST vs DG
+577.8%
+1,452.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.3% |
| 7D | -3.2% | -2.5% | -0.7% | -2.6% |
| 30D | -4.0% | +1.0% | -5.0% | -4.3% |
| 3M | -6.5% | +20.3% | -26.8% | -10.6% |
| 6M | -8.5% | -11.7% | +3.2% | -6.5% |
| YTD | +6.0% | -2.3% | +8.3% | +5.7% |
| 1Y | -5.8% | +20.0% | -25.8% | -11.2% |
| 3Y | +71.8% | +7.2% | +64.6% | +58.6% |
| 5Y | +106.2% | -37.9% | +144.2% | +123.5% |
| 10Y | +602.0% | +107.3% | +494.7% | +454.0% |
| All | +2,030.3% | +577.8% | +1,452.5% | +1,190.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling