+124.5%
COST vs DRI
+78.6%
+45.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +5.0% | +1.1% | +3.9% | +4.7% |
| 30D | +12.8% | +9.7% | +3.1% | +10.0% |
| 3M | +15.2% | +3.2% | +12.0% | +14.0% |
| 6M | +7.4% | +20.6% | -13.2% | +1.7% |
| YTD | +29.0% | +28.3% | +0.8% | +19.5% |
| 1Y | +20.3% | +34.5% | -14.3% | +9.8% |
| 3Y | +99.0% | +66.5% | +32.5% | +65.9% |
| All | +124.5% | +78.6% | +45.9% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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