+604.2%
COST vs ROL
+210.1%
+394.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -2.5% | -3.2% | +0.7% | -1.5% |
| 30D | -4.4% | -6.6% | +2.2% | -2.3% |
| 3M | -8.1% | -27.3% | +19.2% | +1.6% |
| 6M | -9.2% | -38.1% | +28.8% | +5.6% |
| YTD | +5.1% | -41.8% | +46.9% | +24.1% |
| 1Y | -5.1% | -37.8% | +32.7% | +9.2% |
| 3Y | +70.4% | -0.3% | +70.7% | +65.5% |
| 5Y | +104.7% | -5.1% | +109.8% | +98.2% |
| All | +604.2% | +210.1% | +394.1% | +387.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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