+68.0%
COST vs DT
+8.0%
+60.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -2.5% | -2.5% | +0.1% | -2.3% |
| 30D | -4.4% | +3.5% | -8.0% | -4.7% |
| 3M | -8.1% | +26.7% | -34.8% | -10.0% |
| 6M | -9.2% | +36.1% | -45.4% | -12.1% |
| YTD | +5.1% | +18.6% | -13.5% | +3.5% |
| 1Y | -5.1% | +7.9% | -13.0% | -5.3% |
| All | +68.0% | +8.0% | +60.1% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 3y: compounded portfolio wealth divided by compounded DT 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…
3y analysis · Full analysis span regression · 6 months rolling