+4,404.4%
DELL vs COST
+611.6%
+3,792.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.3% | +11.7% | +11.9% |
| 7D | +8.2% | -1.2% | +9.4% | +8.8% |
| 30D | +17.1% | -4.7% | +21.8% | +19.1% |
| 3M | +45.2% | -7.1% | +52.3% | +48.4% |
| 6M | +286.8% | -8.5% | +295.3% | +292.6% |
| YTD | +354.8% | +5.4% | +349.4% | +329.1% |
| 1Y | +358.3% | -5.6% | +363.9% | +355.3% |
| 3Y | +724.9% | +68.5% | +656.4% | +505.6% |
| 5Y | +1,193.7% | +105.2% | +1,088.4% | +746.5% |
| All | +4,404.4% | +611.6% | +3,792.8% | +1,838.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling