+322.4%
COST vs DOW
-17.0%
+339.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.3% | +0.6% |
| 7D | -1.2% | -1.4% | +0.2% | -1.0% |
| 30D | -4.7% | -3.9% | -0.8% | -4.3% |
| 3M | -7.1% | -12.7% | +5.6% | -5.6% |
| 6M | -8.5% | -13.7% | +5.2% | -7.4% |
| YTD | +5.4% | +28.4% | -23.0% | +0.1% |
| 1Y | -5.6% | +21.8% | -27.4% | -10.0% |
| 3Y | +68.5% | -35.7% | +104.2% | +75.9% |
| 5Y | +105.2% | -36.8% | +142.1% | +113.0% |
| All | +322.4% | -17.0% | +339.4% | +275.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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