+50.0%
DOW vs BEN
+65.1%
-15.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.2% |
| 7D | +5.2% | +6.8% | -1.6% | +6.5% |
| 30D | +13.2% | +18.0% | -4.8% | +16.8% |
| 3M | +10.1% | +7.5% | +2.6% | +12.1% |
| 6M | -13.1% | +14.7% | -27.8% | -10.8% |
| YTD | +46.1% | +56.1% | -10.0% | +39.3% |
| 1Y | +50.0% | +69.6% | -19.6% | +31.0% |
| All | +50.0% | +65.1% | -15.0% | +31.0% |
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