-34.4%
DOW vs BR
-5.0%
-29.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.4% | -6.0% | +3.6% | -1.2% |
| 30D | -4.1% | -0.9% | -3.2% | -4.0% |
| 3M | -12.4% | +16.4% | -28.8% | -15.3% |
| 6M | -10.6% | -8.2% | -2.4% | -8.7% |
| YTD | +31.1% | -23.2% | +54.3% | +43.6% |
| 1Y | +30.5% | -30.9% | +61.4% | +50.0% |
| All | -34.4% | -5.0% | -29.3% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling