-10.4%
DOW vs CAPR
+64.7%
-75.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.1% | +0.5% |
| 7D | -2.9% | -9.5% | +6.6% | -2.7% |
| 30D | +2.0% | +121.5% | -119.6% | 0.0% |
| 3M | -12.5% | -65.4% | +52.8% | -11.9% |
| 6M | -9.2% | -67.5% | +58.3% | -8.5% |
| YTD | +30.8% | -68.6% | +99.4% | +31.7% |
| 1Y | +29.4% | +42.7% | -13.3% | +20.8% |
| 3Y | -34.6% | +43.4% | -77.9% | -41.4% |
| 5Y | -35.9% | +86.0% | -122.0% | -44.3% |
| All | -10.4% | +64.7% | -75.2% | -33.5% |
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