+606.1%
COST vs RSG
+428.9%
+177.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -4.7% | +4.0% | -8.7% | -6.4% |
| 3M | -7.1% | +7.4% | -14.5% | -10.3% |
| 6M | -8.5% | +0.1% | -8.6% | -8.8% |
| YTD | +5.4% | +6.0% | -0.6% | +2.1% |
| 1Y | -5.6% | -3.0% | -2.7% | -4.8% |
| 3Y | +68.5% | +56.5% | +12.0% | +34.8% |
| 5Y | +105.2% | +90.9% | +14.3% | +48.6% |
| All | +606.1% | +428.9% | +177.1% | +223.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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