+606.1%
COST vs RRX
+228.4%
+377.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -0.3% |
| 7D | -1.2% | -0.3% | -0.8% | -1.2% |
| 30D | -4.7% | -6.1% | +1.4% | -3.9% |
| 3M | -7.1% | -23.1% | +15.9% | -4.2% |
| 6M | -8.5% | -19.5% | +11.0% | -7.3% |
| YTD | +5.4% | +16.1% | -10.7% | -0.6% |
| 1Y | -5.6% | +12.9% | -18.6% | -11.0% |
| 3Y | +68.5% | +7.9% | +60.5% | +53.9% |
| 5Y | +105.2% | +19.1% | +86.1% | +78.8% |
| All | +606.1% | +228.4% | +377.7% | +367.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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