+308.8%
B vs DOW
-15.8%
+324.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.9% |
| 7D | -1.6% | -2.4% | +0.8% | -1.3% |
| 30D | +9.4% | +0.4% | +9.1% | +9.2% |
| 3M | +5.0% | -14.4% | +19.4% | +6.7% |
| 6M | -3.5% | -7.0% | +3.4% | -3.8% |
| YTD | +4.5% | +30.2% | -25.7% | -0.7% |
| 1Y | +67.8% | +29.2% | +38.6% | +59.0% |
| 3Y | +196.7% | -36.7% | +233.4% | +208.1% |
| 5Y | +151.9% | -37.7% | +189.6% | +159.2% |
| All | +308.8% | -15.8% | +324.6% | +276.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling