-23.9%
DOW vs ALL
+108.4%
-132.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -9.4% | -3.9% | -5.6% | -8.8% |
| 30D | +8.9% | +10.6% | -1.7% | +7.0% |
| 3M | +6.7% | -4.6% | +11.3% | +7.4% |
| 6M | -14.2% | +20.2% | -34.4% | -16.9% |
| YTD | +36.9% | +23.7% | +13.2% | +31.2% |
| 1Y | +45.8% | +27.9% | +17.9% | +38.6% |
| 3Y | -23.9% | +109.2% | -133.1% | -30.7% |
| All | -23.9% | +108.4% | -132.3% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling