+47.0%
DOW vs COMP
+25.5%
+21.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.1% | -0.4% |
| 7D | -9.4% | +14.5% | -24.0% | -6.9% |
| 30D | +8.9% | +14.9% | -6.0% | +12.2% |
| 3M | +6.7% | -14.2% | +21.0% | +4.0% |
| 6M | -14.2% | +23.7% | -37.9% | -9.5% |
| YTD | +36.9% | +2.1% | +34.8% | +52.9% |
| All | +47.0% | +25.5% | +21.5% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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