+107.7%
COST vs DIA
+64.3%
+43.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.5% |
| 7D | -1.2% | -1.6% | +0.4% | 0.0% |
| 30D | -4.7% | -2.0% | -2.7% | -3.2% |
| 3M | -7.1% | +3.6% | -10.7% | -9.8% |
| 6M | -8.5% | +11.5% | -20.0% | -16.6% |
| YTD | +5.4% | +10.4% | -5.0% | -3.3% |
| 1Y | -5.6% | +15.6% | -21.2% | -17.0% |
| 3Y | +68.5% | +58.9% | +9.6% | +7.9% |
| All | +107.7% | +64.3% | +43.4% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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