+0.1%
DOW vs BAX
-62.3%
+62.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +5.2% | +0.1% | +5.1% | +5.1% |
| 30D | +13.2% | +4.1% | +9.1% | +11.0% |
| 3M | +10.1% | -4.5% | +14.6% | +11.2% |
| 6M | -13.1% | +49.2% | -62.3% | -27.4% |
| YTD | +46.1% | +35.2% | +10.9% | +23.9% |
| 1Y | +50.0% | +38.3% | +11.7% | +25.9% |
| 3Y | -20.2% | -19.0% | -1.2% | -17.7% |
| 5Y | -27.7% | -64.2% | +36.5% | +7.6% |
| All | +0.1% | -62.3% | +62.3% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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