+29.2%
DOW vs A
+21.7%
+7.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | -2.4% | -1.9% | -0.5% | -2.2% |
| 30D | +0.4% | +6.9% | -6.5% | -0.2% |
| 3M | -14.4% | +9.2% | -23.6% | -14.9% |
| 6M | -7.0% | +25.7% | -32.7% | -9.0% |
| YTD | +30.2% | +11.5% | +18.7% | +36.1% |
| 1Y | +29.2% | +18.4% | +10.8% | +33.0% |
| All | +29.2% | +21.7% | +7.5% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling