-33.5%
DOW vs COMP
-56.6%
+23.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.2% | +6.0% | -1.6% |
| 7D | -4.9% | -1.8% | -3.1% | -4.8% |
| 30D | +13.6% | -0.8% | +14.3% | +13.4% |
| 3M | +9.0% | -28.1% | +37.2% | +11.4% |
| 6M | -19.9% | +27.0% | -46.9% | -23.0% |
| YTD | +41.4% | -12.8% | +54.2% | +40.0% |
| 1Y | +47.4% | +4.9% | +42.5% | +42.7% |
| 3Y | -23.6% | +321.0% | -344.6% | -38.3% |
| 5Y | -27.9% | -25.6% | -2.3% | -38.3% |
| All | -33.5% | -56.6% | +23.1% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling