-27.5%
DOW vs COMP
-10.9%
-16.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | +5.2% | 0.0% | +5.2% | +5.2% |
| 30D | +13.2% | +16.6% | -3.4% | +11.6% |
| 3M | +10.1% | -23.5% | +33.6% | +11.9% |
| 6M | -13.1% | +25.7% | -38.8% | -15.9% |
| YTD | +46.1% | -3.4% | +49.5% | +43.4% |
| 1Y | +50.0% | +7.6% | +42.4% | +45.2% |
| 3Y | -20.2% | +423.6% | -443.8% | -37.3% |
| All | -27.5% | -10.9% | -16.6% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling