+30.5%
DOW vs BEN
+43.6%
-13.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +0.7% |
| 7D | -2.4% | +0.3% | -2.7% | -2.3% |
| 30D | -4.1% | +0.9% | -5.0% | -4.0% |
| 3M | -12.4% | +9.2% | -21.6% | -12.8% |
| 6M | -10.6% | +36.8% | -47.4% | -13.7% |
| YTD | +31.1% | +44.4% | -13.3% | +22.2% |
| 1Y | +30.5% | +45.8% | -15.3% | +19.8% |
| All | +30.5% | +43.6% | -13.1% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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