+0.1%
DOW vs A
+126.4%
-126.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.6% |
| 7D | +5.2% | -0.5% | +5.7% | +5.3% |
| 30D | +13.2% | 0.0% | +13.2% | +12.7% |
| 3M | +10.1% | +16.7% | -6.6% | +0.9% |
| 6M | -13.1% | +54.8% | -67.9% | -32.5% |
| YTD | +46.1% | +28.8% | +17.3% | +24.4% |
| 1Y | +50.0% | +19.3% | +30.7% | +33.5% |
| 3Y | -20.2% | +65.5% | -85.8% | -43.0% |
| 5Y | -27.7% | +12.1% | -39.7% | -36.8% |
| All | +0.1% | +126.4% | -126.4% | -57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling