+124.5%
COST vs DLR
+35.0%
+89.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.7% |
| 7D | +5.0% | +3.3% | +1.7% | +4.2% |
| 30D | +12.8% | +4.6% | +8.2% | +11.4% |
| 3M | +15.2% | -8.3% | +23.5% | +17.1% |
| 6M | +7.4% | -5.6% | +13.0% | +8.0% |
| YTD | +29.0% | +18.7% | +10.3% | +21.4% |
| 1Y | +20.3% | +17.1% | +3.2% | +13.5% |
| 3Y | +99.0% | +54.4% | +44.6% | +66.6% |
| All | +124.5% | +35.0% | +89.5% | +104.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling