+265.8%
COST vs DT
+97.2%
+168.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.2% |
| 7D | -3.2% | -4.9% | +1.7% | -2.5% |
| 30D | -4.0% | +2.7% | -6.7% | -4.4% |
| 3M | -6.5% | +20.0% | -26.4% | -9.1% |
| 6M | -8.5% | +28.0% | -36.6% | -12.3% |
| YTD | +6.0% | +16.0% | -10.0% | +2.7% |
| 1Y | -5.8% | +0.7% | -6.5% | -6.9% |
| 3Y | +71.8% | +6.2% | +65.6% | +66.5% |
| 5Y | +106.2% | -28.1% | +134.4% | +103.6% |
| All | +265.8% | +97.2% | +168.6% | +203.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling