+606.1%
COST vs DGX
+255.3%
+350.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.2% |
| 7D | -1.2% | -0.9% | -0.3% | -1.0% |
| 30D | -4.7% | -1.2% | -3.6% | -4.5% |
| 3M | -7.1% | +15.8% | -22.9% | -11.0% |
| 6M | -8.5% | +18.2% | -26.7% | -13.0% |
| YTD | +5.4% | +37.2% | -31.8% | -4.2% |
| 1Y | -5.6% | +30.4% | -36.0% | -13.1% |
| 3Y | +68.5% | +96.7% | -28.2% | +35.3% |
| 5Y | +105.2% | +67.2% | +38.1% | +71.6% |
| All | +606.1% | +255.3% | +350.7% | +346.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling