+19,480.5%
COST vs DRI
+7,577.7%
+11,902.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -3.1% | +0.6% | -3.7% | -3.3% |
| 30D | -2.8% | +3.8% | -6.6% | -3.7% |
| 3M | -5.7% | +13.0% | -18.7% | -8.4% |
| 6M | -8.8% | +8.3% | -17.1% | -10.7% |
| YTD | +6.7% | +20.6% | -14.0% | +1.8% |
| 1Y | -3.6% | +6.5% | -10.1% | -5.7% |
| 3Y | +75.1% | +53.7% | +21.4% | +56.0% |
| 5Y | +108.9% | +72.7% | +36.2% | +79.6% |
| 10Y | +586.2% | +363.2% | +223.0% | +322.4% |
| All | +19,480.5% | +7,577.7% | +11,902.9% | +5,589.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling