+161.7%
COST vs PL
+81.7%
+79.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.6% |
| 7D | -3.2% | -7.5% | +4.4% | -3.0% |
| 30D | -4.0% | -25.6% | +21.6% | -3.2% |
| 3M | -6.5% | -45.6% | +39.1% | -5.0% |
| 6M | -8.5% | -29.5% | +21.0% | -8.6% |
| YTD | +6.0% | -9.7% | +15.7% | +4.6% |
| 1Y | -5.8% | +84.4% | -90.2% | -10.1% |
| 3Y | +71.8% | +550.0% | -478.2% | +48.4% |
| 5Y | +106.2% | +79.0% | +27.2% | +84.7% |
| All | +161.7% | +81.7% | +79.9% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling