+4,770.1%
DELL vs COST
+543.4%
+4,226.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +25.6% | -3.2% | +28.8% | +27.1% |
| 30D | +17.7% | -4.0% | +21.6% | +19.4% |
| 3M | +33.4% | -6.5% | +39.9% | +36.0% |
| 6M | +266.2% | -8.5% | +274.7% | +271.9% |
| YTD | +328.0% | +6.0% | +322.0% | +303.0% |
| 1Y | +339.6% | -5.8% | +345.4% | +337.2% |
| 3Y | +694.6% | +71.8% | +622.8% | +479.3% |
| 5Y | +1,122.0% | +106.2% | +1,015.8% | +701.0% |
| 10Y | +4,062.5% | +602.0% | +3,460.4% | +1,726.2% |
| All | +4,770.1% | +543.4% | +4,226.7% | +2,111.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling