+606.1%
COST vs DTE
+137.8%
+468.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | -1.2% | -2.6% | +1.4% | -0.5% |
| 30D | -4.7% | -4.4% | -0.3% | -3.5% |
| 3M | -7.1% | -8.3% | +1.2% | -4.9% |
| 6M | -8.5% | -8.1% | -0.5% | -6.5% |
| YTD | +5.4% | +4.4% | +1.0% | +3.9% |
| 1Y | -5.6% | +0.2% | -5.8% | -6.0% |
| 3Y | +68.5% | +42.6% | +25.9% | +50.4% |
| 5Y | +105.2% | +31.5% | +73.8% | +87.6% |
| All | +606.1% | +137.8% | +468.2% | +453.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling