-35.9%
DOW vs A
-14.2%
-21.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.4% |
| 7D | -2.9% | -2.1% | -0.9% | -2.2% |
| 30D | +2.0% | +0.6% | +1.4% | +1.6% |
| 3M | -12.5% | +10.9% | -23.4% | -16.3% |
| 6M | -9.2% | +28.2% | -37.4% | -19.2% |
| YTD | +30.8% | +8.6% | +22.2% | +25.4% |
| 1Y | +29.4% | +15.5% | +13.9% | +20.5% |
| 3Y | -34.6% | +31.8% | -66.4% | -43.1% |
| 5Y | -35.9% | -14.9% | -21.1% | -45.3% |
| All | -35.9% | -14.2% | -21.7% | -45.3% |
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