+606.1%
COST vs O
+54.0%
+552.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.2% | -2.9% | +1.7% | -0.5% |
| 30D | -4.7% | -4.5% | -0.2% | -3.7% |
| 3M | -7.1% | -2.6% | -4.5% | -6.5% |
| 6M | -8.5% | -5.6% | -2.9% | -7.4% |
| YTD | +5.4% | +9.3% | -3.9% | +3.2% |
| 1Y | -5.6% | +4.3% | -9.9% | -6.7% |
| 3Y | +68.5% | +27.4% | +41.1% | +58.1% |
| 5Y | +105.2% | +17.1% | +88.2% | +96.6% |
| All | +606.1% | +54.0% | +552.0% | +520.1% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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