-6.2%
DOW vs CAPR
+79.1%
-85.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.4% | -10.8% | -1.6% |
| 7D | -9.4% | +36.0% | -45.5% | -10.0% |
| 30D | +8.9% | +25.8% | -16.9% | +8.3% |
| 3M | +6.7% | +140.8% | -134.1% | +4.3% |
| 6M | -14.2% | -67.6% | +53.4% | -13.7% |
| YTD | +36.9% | -65.9% | +102.8% | +37.4% |
| 1Y | +45.8% | +66.1% | -20.4% | +35.4% |
| 3Y | -23.9% | +256.9% | -280.8% | -33.7% |
| 5Y | -30.8% | +172.1% | -202.9% | -40.5% |
| All | -6.2% | +79.1% | -85.3% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling