+107.7%
COST vs DINO
+326.7%
-219.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.2% | +2.3% | -3.5% | -1.3% |
| 30D | -4.7% | +22.6% | -27.4% | -6.0% |
| 3M | -7.1% | +55.2% | -62.4% | -9.8% |
| 6M | -8.5% | +93.8% | -102.3% | -12.6% |
| YTD | +5.4% | +139.5% | -134.1% | -0.9% |
| 1Y | -5.6% | +115.3% | -120.9% | -10.7% |
| 3Y | +68.5% | +98.8% | -30.3% | +57.9% |
| All | +107.7% | +326.7% | -219.0% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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