-1.4%
DOW vs ALL
+231.2%
-232.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.2% |
| 7D | -0.5% | -2.6% | +2.1% | +0.9% |
| 30D | +15.7% | +12.7% | +3.0% | +8.4% |
| 3M | +5.3% | +0.4% | +4.9% | +4.5% |
| 6M | -14.2% | +23.8% | -38.0% | -24.6% |
| YTD | +43.9% | +27.8% | +16.1% | +22.6% |
| 1Y | +53.1% | +28.9% | +24.2% | +29.7% |
| 3Y | -21.8% | +113.9% | -135.7% | -54.3% |
| 5Y | -28.3% | +157.4% | -185.7% | -65.9% |
| All | -1.4% | +231.2% | -232.6% | -60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling