+21.8%
DOW vs BG
+53.0%
-31.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.3% | -1.1% |
| 7D | -1.4% | +3.1% | -4.5% | -3.1% |
| 30D | -3.9% | +10.2% | -14.2% | -9.2% |
| 3M | -12.7% | -1.7% | -11.0% | -12.1% |
| 6M | -13.7% | +1.0% | -14.7% | -14.3% |
| YTD | +28.4% | +39.9% | -11.5% | +9.5% |
| 1Y | +21.8% | +53.2% | -31.5% | +1.5% |
| All | +21.8% | +53.0% | -31.2% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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