-10.8%
DOW vs ALL
+227.9%
-238.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.3% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +0.4% | -1.5% | +1.9% | +1.0% |
| 3M | -14.4% | +23.6% | -38.0% | -24.4% |
| 6M | -7.0% | +22.3% | -29.3% | -17.9% |
| YTD | +30.2% | +26.5% | +3.7% | +12.0% |
| 1Y | +29.2% | +27.0% | +2.2% | +10.3% |
| 3Y | -36.7% | +149.6% | -186.3% | -66.8% |
| 5Y | -37.7% | +118.1% | -155.8% | -65.8% |
| All | -10.8% | +227.9% | -238.7% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling