-4.6%
DOW vs ALL
+229.8%
-234.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +0.2% |
| 7D | -6.8% | -0.1% | -6.7% | -6.9% |
| 30D | +10.8% | +13.8% | -3.0% | +3.2% |
| 3M | +4.1% | -2.8% | +6.9% | +5.1% |
| 6M | -12.7% | +23.7% | -36.4% | -23.3% |
| YTD | +39.2% | +27.3% | +11.9% | +18.9% |
| 1Y | +49.5% | +30.5% | +18.9% | +25.7% |
| 3Y | -24.4% | +113.0% | -137.4% | -55.7% |
| 5Y | -29.6% | +157.6% | -187.1% | -66.5% |
| All | -4.6% | +229.8% | -234.5% | -61.8% |
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