-10.9%
DOW vs A
+88.1%
-99.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | +0.1% |
| 7D | -6.0% | -4.4% | -1.6% | -3.9% |
| 30D | -2.7% | -2.7% | -0.1% | -1.6% |
| 3M | -10.5% | +7.0% | -17.5% | -14.3% |
| 6M | -12.4% | +24.6% | -37.1% | -24.4% |
| YTD | +30.0% | +7.0% | +23.0% | +22.5% |
| 1Y | +27.8% | +15.6% | +12.2% | +14.7% |
| 3Y | -34.9% | +29.9% | -64.9% | -47.0% |
| 5Y | -35.9% | -15.4% | -20.5% | -33.4% |
| All | -10.9% | +88.1% | -99.1% | -57.7% |
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