+0.4%
DOW vs A
+125.2%
-124.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +3.0% |
| 7D | +3.7% | +0.7% | +2.9% | +3.1% |
| 30D | +16.3% | +0.8% | +15.5% | +15.3% |
| 3M | +9.7% | +16.9% | -7.2% | +0.5% |
| 6M | -14.1% | +53.8% | -67.9% | -33.0% |
| YTD | +46.6% | +28.1% | +18.5% | +25.2% |
| 1Y | +56.8% | +15.0% | +41.8% | +42.3% |
| 3Y | -20.4% | +63.1% | -83.5% | -42.6% |
| 5Y | -27.4% | +11.5% | -38.9% | -36.4% |
| All | +0.4% | +125.2% | -124.8% | -56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling