+319.1%
DELL vs COST
-3.4%
+322.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +0.5% |
| 7D | +14.9% | -3.1% | +18.0% | +11.7% |
| 30D | +13.3% | -2.8% | +16.1% | +10.7% |
| 3M | +24.4% | -5.7% | +30.1% | +19.8% |
| 6M | +258.0% | -8.8% | +266.8% | +238.5% |
| YTD | +320.2% | +6.7% | +313.5% | +312.0% |
| 1Y | +319.1% | -3.6% | +322.7% | +305.4% |
| All | +319.1% | -3.4% | +322.4% | +305.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 1y: compounded portfolio wealth divided by compounded COST 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…
1y analysis · Full analysis span regression · 6 months rolling