-20.2%
DOW vs CAPR
+239.1%
-259.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.9% | +6.6% | -0.3% |
| 7D | +5.2% | +5.9% | -0.7% | +5.1% |
| 30D | +13.2% | +44.6% | -31.4% | +12.7% |
| 3M | +10.1% | +126.4% | -116.3% | +8.9% |
| 6M | -13.1% | -68.6% | +55.5% | -12.9% |
| YTD | +46.1% | -67.0% | +113.1% | +46.3% |
| 1Y | +50.0% | +65.2% | -15.1% | +45.0% |
| 3Y | -20.2% | +235.6% | -255.8% | -27.8% |
| All | -20.2% | +239.1% | -259.4% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling