-28.3%
DOW vs BAX
-63.3%
+34.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.4% |
| 7D | -0.5% | -0.6% | +0.1% | -0.4% |
| 30D | +15.7% | +6.3% | +9.4% | +13.5% |
| 3M | +5.3% | -4.6% | +9.9% | +6.2% |
| 6M | -14.2% | +50.4% | -64.6% | -25.1% |
| YTD | +43.9% | +38.0% | +5.9% | +26.8% |
| 1Y | +53.1% | +44.6% | +8.4% | +32.5% |
| 3Y | -21.8% | -15.1% | -6.7% | -19.7% |
| 5Y | -28.3% | -63.3% | +35.0% | -13.3% |
| All | -28.3% | -63.3% | +34.9% | -13.3% |
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 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