+606.1%
COST vs RIG
-41.2%
+647.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.3% |
| 7D | -1.2% | -3.1% | +1.9% | -1.1% |
| 30D | -4.7% | -0.5% | -4.2% | -4.7% |
| 3M | -7.1% | -6.0% | -1.2% | -7.0% |
| 6M | -8.5% | -10.1% | +1.6% | -8.4% |
| YTD | +5.4% | +37.3% | -31.9% | +3.9% |
| 1Y | -5.6% | +73.9% | -79.6% | -7.9% |
| 3Y | +68.5% | -30.2% | +98.7% | +68.3% |
| 5Y | +105.2% | +62.5% | +42.8% | +95.4% |
| All | +606.1% | -41.2% | +647.2% | +577.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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