+157.4%
COST vs ROIV
+232.7%
-75.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.6% | -1.1% |
| 7D | -3.1% | +0.6% | -3.8% | -3.2% |
| 30D | -2.8% | +1.0% | -3.7% | -2.9% |
| 3M | -5.7% | +18.3% | -24.0% | -6.5% |
| 6M | -8.8% | +18.3% | -27.1% | -9.7% |
| YTD | +6.7% | +61.0% | -54.3% | +3.8% |
| 1Y | -3.6% | +177.9% | -181.5% | -9.0% |
| 3Y | +75.1% | +199.1% | -124.0% | +63.5% |
| 5Y | +108.9% | +250.7% | -141.8% | +86.7% |
| All | +157.4% | +232.7% | -75.2% | +133.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling