+11.9%
COST vs DGX
+45.0%
-33.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.8% | +2.4% |
| 7D | +6.6% | +4.1% | +2.5% | +6.3% |
| 30D | +13.5% | +10.5% | +3.0% | +12.8% |
| 3M | +10.6% | +9.8% | +0.8% | +9.9% |
| 6M | +3.6% | +34.6% | -30.9% | +1.6% |
| YTD | +22.1% | +49.8% | -27.8% | +19.8% |
| 1Y | +11.9% | +46.0% | -34.1% | +9.4% |
| All | +11.9% | +45.0% | -33.1% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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