-37.1%
DOW vs BR
+8.0%
-45.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -1.4% | -3.0% | +1.6% | -0.6% |
| 30D | -3.9% | -0.3% | -3.6% | -4.0% |
| 3M | -12.7% | +17.3% | -30.0% | -16.8% |
| 6M | -13.7% | -6.7% | -7.0% | -12.4% |
| YTD | +28.4% | -23.4% | +51.8% | +39.6% |
| 1Y | +21.8% | -32.7% | +54.4% | +39.1% |
| 3Y | -35.7% | -5.9% | -29.8% | -35.8% |
| All | -37.1% | +8.0% | -45.2% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling