-10.9%
DOW vs BG
+197.3%
-208.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -6.0% | +0.5% | -6.5% | -6.3% |
| 30D | -2.7% | +10.3% | -13.1% | -8.2% |
| 3M | -10.5% | -1.9% | -8.6% | -10.0% |
| 6M | -12.4% | +5.2% | -17.7% | -15.3% |
| YTD | +30.0% | +41.2% | -11.1% | +6.6% |
| 1Y | +27.8% | +50.5% | -22.7% | +0.5% |
| 3Y | -34.9% | +19.9% | -54.8% | -43.4% |
| 5Y | -35.9% | +86.7% | -122.6% | -61.3% |
| All | -10.9% | +197.3% | -208.2% | -63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling