-35.5%
DOW vs BAX
-66.9%
+31.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +1.5% |
| 7D | -2.9% | -2.4% | -0.5% | -2.3% |
| 30D | +2.0% | -9.7% | +11.7% | +4.7% |
| 3M | -12.5% | +29.3% | -41.8% | -19.7% |
| 6M | -9.2% | +40.7% | -49.9% | -19.7% |
| YTD | +30.8% | +30.3% | +0.5% | +17.4% |
| 1Y | +29.4% | +3.4% | +26.0% | +25.6% |
| 3Y | -34.6% | -32.0% | -2.5% | -29.3% |
| All | -35.5% | -66.9% | +31.4% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling