+21.8%
DOW vs BAX
-0.4%
+22.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.9% |
| 7D | -1.4% | -7.9% | +6.5% | -0.6% |
| 30D | -3.9% | -11.7% | +7.7% | -2.8% |
| 3M | -12.7% | +16.2% | -28.9% | -14.8% |
| 6M | -13.7% | +32.0% | -45.7% | -17.9% |
| YTD | +28.4% | +24.7% | +3.7% | +20.8% |
| 1Y | +21.8% | -2.6% | +24.4% | +26.4% |
| All | +21.8% | -0.4% | +22.1% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling