+27.8%
DOW vs CAPR
+35.4%
-7.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.1% | -0.6% |
| 7D | -6.0% | -12.6% | +6.6% | -6.0% |
| 30D | -2.7% | +124.4% | -127.2% | -3.0% |
| 3M | -10.5% | -66.8% | +56.3% | -10.5% |
| 6M | -12.4% | -71.8% | +59.4% | -12.4% |
| YTD | +30.0% | -70.1% | +100.1% | +30.1% |
| 1Y | +27.8% | +33.3% | -5.5% | +29.2% |
| All | +27.8% | +35.4% | -7.6% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling