-29.6%
DOW vs A
+15.8%
-45.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.1% |
| 7D | -6.8% | +1.4% | -8.2% | -7.4% |
| 30D | +10.8% | +4.3% | +6.5% | +8.8% |
| 3M | +4.1% | +19.8% | -15.6% | -3.0% |
| 6M | -12.7% | +54.4% | -67.1% | -27.3% |
| YTD | +39.2% | +31.7% | +7.5% | +23.8% |
| 1Y | +49.5% | +22.4% | +27.0% | +37.2% |
| 3Y | -24.4% | +67.7% | -92.1% | -40.0% |
| 5Y | -29.6% | +15.7% | -45.3% | -40.7% |
| All | -29.6% | +15.8% | -45.4% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling