-35.4%
DOW vs COMP
+215.9%
-251.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.6% | -3.1% |
| 7D | -2.4% | +1.4% | -3.8% | -2.4% |
| 30D | +0.4% | -13.3% | +13.7% | +0.9% |
| 3M | -14.4% | +41.1% | -55.5% | -16.6% |
| 6M | -7.0% | +17.2% | -24.2% | -8.2% |
| YTD | +30.2% | +5.2% | +25.0% | +29.6% |
| 1Y | +29.2% | +18.9% | +10.3% | +25.8% |
| All | -35.4% | +215.9% | -251.3% | -47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling