+124.5%
COST vs ON
+19.2%
+105.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | +1.6% |
| 7D | +5.0% | +12.2% | -7.2% | +3.8% |
| 30D | +12.8% | -3.1% | +16.0% | +12.9% |
| 3M | +15.2% | -12.9% | +28.1% | +16.2% |
| 6M | +7.4% | -38.6% | +46.0% | +10.9% |
| YTD | +29.0% | +31.2% | -2.2% | +19.0% |
| 1Y | +20.3% | +47.6% | -27.4% | +8.9% |
| 3Y | +99.0% | +6.6% | +92.4% | +80.9% |
| All | +124.5% | +19.2% | +105.3% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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