+324.9%
COST vs DOW
-15.4%
+340.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -3.2% | -2.9% | -0.2% | -2.8% |
| 30D | -4.0% | +2.0% | -5.9% | -4.4% |
| 3M | -6.5% | -12.5% | +6.1% | -4.9% |
| 6M | -8.5% | -9.2% | +0.7% | -8.0% |
| YTD | +6.0% | +30.8% | -24.8% | +0.4% |
| 1Y | -5.8% | +29.4% | -35.2% | -11.0% |
| 3Y | +71.8% | -34.6% | +106.4% | +78.9% |
| 5Y | +106.2% | -35.9% | +142.2% | +113.6% |
| All | +324.9% | -15.4% | +340.4% | +276.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling