+777.4%
COST vs DOC
+14.9%
+762.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +1.9% |
| 7D | +7.1% | +6.2% | +0.9% | +5.9% |
| 30D | +14.1% | +6.5% | +7.6% | +12.6% |
| 3M | +13.3% | -6.2% | +19.5% | +14.6% |
| 6M | +5.2% | +25.6% | -20.4% | -0.1% |
| YTD | +24.3% | +32.1% | -7.8% | +16.5% |
| 1Y | +14.6% | +20.3% | -5.7% | +9.5% |
| 3Y | +97.6% | +42.7% | +54.9% | +79.2% |
| 5Y | +119.1% | -22.2% | +141.3% | +126.1% |
| All | +777.4% | +14.9% | +762.5% | +711.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling