-10.9%
DOW vs ALL
+220.3%
-231.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -6.0% | -2.2% | -3.8% | -4.9% |
| 30D | -2.7% | -5.6% | +2.8% | +0.1% |
| 3M | -10.5% | +17.2% | -27.7% | -18.5% |
| 6M | -12.4% | +23.2% | -35.7% | -23.0% |
| YTD | +30.0% | +23.6% | +6.4% | +13.2% |
| 1Y | +27.8% | +29.2% | -1.4% | +8.0% |
| 3Y | -34.9% | +153.8% | -188.8% | -66.4% |
| 5Y | -35.9% | +116.1% | -152.0% | -64.8% |
| All | -10.9% | +220.3% | -231.2% | -63.6% |
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