+11,147.0%
COST vs DGX
+8,631.6%
+2,515.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.4% |
| 7D | -2.5% | -3.5% | +1.0% | -1.7% |
| 30D | -4.4% | -2.7% | -1.8% | -3.9% |
| 3M | -8.1% | +13.9% | -22.0% | -10.8% |
| 6M | -9.2% | +16.0% | -25.3% | -12.4% |
| YTD | +5.1% | +34.9% | -29.8% | -2.1% |
| 1Y | -5.1% | +30.6% | -35.7% | -11.1% |
| 3Y | +70.4% | +93.0% | -22.6% | +45.1% |
| 5Y | +104.7% | +64.4% | +40.3% | +79.7% |
| 10Y | +608.8% | +248.1% | +360.7% | +418.7% |
| All | +11,147.0% | +8,631.6% | +2,515.4% | +4,313.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling