-10.8%
DOW vs CAPR
+70.9%
-81.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.1% |
| 7D | -2.4% | -2.0% | -0.4% | -2.4% |
| 30D | +0.4% | +139.2% | -138.8% | -1.7% |
| 3M | -14.4% | -66.4% | +52.0% | -13.7% |
| 6M | -7.0% | -63.1% | +56.2% | -6.5% |
| YTD | +30.2% | -67.4% | +97.6% | +31.0% |
| 1Y | +29.2% | +58.2% | -29.0% | +20.2% |
| 3Y | -36.7% | +42.2% | -78.9% | -43.3% |
| 5Y | -37.7% | +87.3% | -124.9% | -45.8% |
| All | -10.8% | +70.9% | -81.7% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling