-23.9%
DOW vs COMP
+431.5%
-455.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.1% | -1.6% |
| 7D | -9.4% | +14.5% | -24.0% | -9.8% |
| 30D | +8.9% | +14.9% | -6.0% | +8.4% |
| 3M | +6.7% | -14.2% | +21.0% | +7.1% |
| 6M | -14.2% | +23.7% | -37.9% | -15.8% |
| YTD | +36.9% | +2.1% | +34.8% | +36.6% |
| 1Y | +45.8% | +26.2% | +19.6% | +41.1% |
| 3Y | -23.9% | +470.9% | -494.8% | -39.9% |
| All | -23.9% | +431.5% | -455.4% | -39.9% |
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