-10.4%
DOW vs BR
+87.5%
-97.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.6% |
| 7D | -2.9% | -5.9% | +3.0% | -0.1% |
| 30D | +2.0% | +1.9% | +0.1% | +0.8% |
| 3M | -12.5% | +14.7% | -27.2% | -18.8% |
| 6M | -9.2% | -12.8% | +3.6% | -4.1% |
| YTD | +30.8% | -23.0% | +53.8% | +47.0% |
| 1Y | +29.4% | -31.7% | +61.1% | +55.5% |
| 3Y | -34.6% | -4.8% | -29.8% | -36.5% |
| 5Y | -35.9% | +7.8% | -43.8% | -44.2% |
| All | -10.4% | +87.5% | -97.9% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling