-10.8%
DOW vs BEN
+47.7%
-58.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.5% | -5.0% |
| 7D | -2.4% | +0.2% | -2.6% | -2.7% |
| 30D | +0.4% | -0.5% | +0.9% | +0.3% |
| 3M | -14.4% | +9.7% | -24.1% | -19.8% |
| 6M | -7.0% | +33.9% | -40.9% | -23.8% |
| YTD | +30.2% | +49.0% | -18.8% | 0.0% |
| 1Y | +29.2% | +42.1% | -12.9% | +1.7% |
| 3Y | -36.7% | +51.9% | -88.6% | -53.8% |
| 5Y | -37.7% | +39.0% | -76.7% | -54.2% |
| All | -10.8% | +47.7% | -58.5% | -43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling