+270.5%
B vs DOW
-10.2%
+280.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +0.7% |
| 7D | +9.6% | -9.5% | +19.1% | +10.7% |
| 30D | +3.5% | +13.1% | -9.5% | +1.9% |
| 3M | -1.6% | +4.8% | -6.4% | -2.4% |
| 6M | -1.7% | -16.7% | +15.0% | +0.1% |
| YTD | -5.3% | +38.9% | -44.2% | -10.8% |
| 1Y | +27.2% | +48.3% | -21.1% | +18.6% |
| 3Y | +166.1% | -24.4% | +190.5% | +170.0% |
| 5Y | +136.5% | -29.2% | +165.7% | +140.0% |
| All | +270.5% | -10.2% | +280.7% | +238.3% |
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