+68.5%
COST vs DLR
+58.2%
+10.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | 0.0% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -4.7% | -4.3% | -0.4% | -4.2% |
| 3M | -7.1% | +3.8% | -10.9% | -7.8% |
| 6M | -8.5% | +5.8% | -14.4% | -9.7% |
| YTD | +5.4% | +23.5% | -18.2% | +1.3% |
| 1Y | -5.6% | +11.1% | -16.7% | -7.7% |
| 3Y | +68.5% | +57.9% | +10.6% | +51.5% |
| All | +68.5% | +58.2% | +10.3% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 3y: compounded portfolio wealth divided by compounded DLR 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…
3y analysis · Full analysis span regression · 6 months rolling