+104.4%
COST vs ROIV
+319.8%
-215.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -2.8% | +22.3% | -25.1% | -3.7% |
| 30D | -5.3% | +16.9% | -22.1% | -6.0% |
| 3M | -6.7% | +43.9% | -50.6% | -8.3% |
| 6M | -9.9% | +41.6% | -51.5% | -11.5% |
| YTD | +5.1% | +92.7% | -87.5% | +1.5% |
| 1Y | -7.3% | +210.2% | -217.5% | -12.7% |
| 3Y | +70.4% | +231.8% | -161.4% | +58.6% |
| 5Y | +104.4% | +319.8% | -215.4% | +74.3% |
| All | +104.4% | +319.8% | -215.4% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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