-14.2%
DOW vs A
+53.3%
-67.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.3% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +15.7% | +3.3% | +12.4% | +15.7% |
| 3M | +5.3% | +18.5% | -13.2% | +5.6% |
| 6M | -14.2% | +59.3% | -73.5% | -14.6% |
| All | -14.2% | +53.3% | -67.5% | -14.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling