+51.9%
DOW vs ALL
+42.7%
+9.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.9% | -6.1% | -3.3% |
| 7D | -4.2% | +7.5% | -11.7% | -4.5% |
| 30D | +14.7% | +19.7% | -5.0% | +13.9% |
| 3M | +9.1% | +2.9% | +6.2% | +8.6% |
| 6M | -17.7% | +23.5% | -41.2% | -16.4% |
| YTD | +44.6% | +31.1% | +13.5% | +47.5% |
| 1Y | +51.9% | +40.5% | +11.4% | +48.7% |
| All | +51.9% | +42.7% | +9.2% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling