+104.8%
COST vs DT
-29.0%
+133.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -2.8% | -0.5% | -2.3% | -2.7% |
| 30D | -5.3% | +0.1% | -5.3% | -5.3% |
| 3M | -6.7% | +24.1% | -30.8% | -9.7% |
| 6M | -9.9% | +30.1% | -40.1% | -14.0% |
| YTD | +5.1% | +16.8% | -11.6% | +1.9% |
| 1Y | -7.3% | -0.1% | -7.2% | -7.9% |
| 3Y | +70.4% | +6.8% | +63.6% | +65.0% |
| All | +104.8% | -29.0% | +133.7% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling