+138.0%
B vs DOW
-30.0%
+167.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +0.8% |
| 7D | +9.6% | -9.5% | +19.1% | +11.1% |
| 30D | +3.5% | +13.1% | -9.5% | +1.4% |
| 3M | -1.6% | +4.8% | -6.4% | -2.7% |
| 6M | -1.7% | -16.7% | +15.0% | +0.9% |
| YTD | -5.3% | +38.9% | -44.2% | -13.9% |
| 1Y | +27.2% | +48.3% | -21.1% | +13.9% |
| 3Y | +166.1% | -24.4% | +190.5% | +184.4% |
| All | +138.0% | -30.0% | +167.9% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 5y: compounded portfolio wealth divided by compounded DOW 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…
5y analysis · Full analysis span regression · 6 months rolling