+104.4%
COST vs DRI
+68.4%
+36.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | -2.8% | -4.8% | +2.0% | -1.5% |
| 30D | -5.3% | -3.9% | -1.3% | -4.3% |
| 3M | -6.7% | +5.1% | -11.7% | -8.0% |
| 6M | -9.9% | +5.5% | -15.4% | -11.6% |
| YTD | +5.1% | +16.5% | -11.3% | +0.3% |
| 1Y | -7.3% | +2.0% | -9.3% | -8.5% |
| 3Y | +70.4% | +54.5% | +15.9% | +46.2% |
| 5Y | +104.4% | +66.6% | +37.8% | +65.8% |
| All | +104.4% | +68.4% | +36.0% | +65.8% |
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