+5,914.9%
COST vs DIA
+1,130.8%
+4,784.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | +0.3% |
| 7D | -3.2% | +0.1% | -3.2% | -3.2% |
| 30D | -4.0% | -2.1% | -1.9% | -2.4% |
| 3M | -6.5% | +4.2% | -10.6% | -9.7% |
| 6M | -8.5% | +11.9% | -20.4% | -17.0% |
| YTD | +6.0% | +10.8% | -4.8% | -3.2% |
| 1Y | -5.8% | +17.5% | -23.3% | -18.2% |
| 3Y | +71.8% | +59.9% | +11.9% | +15.0% |
| 5Y | +106.2% | +64.1% | +42.1% | +35.8% |
| 10Y | +602.0% | +246.2% | +355.8% | +134.2% |
| All | +5,914.9% | +1,130.8% | +4,784.1% | +440.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling