+104.7%
COST vs ROST
+107.5%
-2.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -2.5% | -2.5% | 0.0% | -1.8% |
| 30D | -4.4% | -10.3% | +5.8% | -1.6% |
| 3M | -8.1% | -2.6% | -5.5% | -7.6% |
| 6M | -9.2% | +6.5% | -15.8% | -11.4% |
| YTD | +5.1% | +25.9% | -20.8% | -2.6% |
| 1Y | -5.1% | +52.3% | -57.4% | -17.2% |
| 3Y | +70.4% | +94.6% | -24.2% | +35.7% |
| 5Y | +104.7% | +111.1% | -6.4% | +52.6% |
| All | +104.7% | +107.5% | -2.8% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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