+124.5%
COST vs DT
-37.8%
+162.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +5.0% | +3.1% | +1.9% | +4.6% |
| 30D | +12.8% | -29.5% | +42.4% | +17.5% |
| 3M | +15.2% | -11.7% | +26.9% | +16.3% |
| 6M | +7.4% | +29.0% | -21.6% | +2.4% |
| YTD | +29.0% | +3.4% | +25.7% | +26.4% |
| 1Y | +20.3% | -4.2% | +24.5% | +19.3% |
| 3Y | +99.0% | -12.8% | +111.8% | +97.9% |
| All | +124.5% | -37.8% | +162.3% | +120.8% |
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