-34.8%
DOW vs COMP
-52.0%
+17.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.7% | -12.6% | -2.6% |
| 7D | -9.5% | +13.4% | -23.0% | -10.4% |
| 30D | +13.1% | +11.1% | +2.0% | +12.0% |
| 3M | +4.8% | -18.8% | +23.7% | +6.1% |
| 6M | -16.7% | +10.5% | -27.2% | -18.4% |
| YTD | +38.9% | -3.4% | +42.3% | +36.4% |
| 1Y | +48.3% | +19.7% | +28.6% | +42.0% |
| 3Y | -24.4% | +381.6% | -406.0% | -39.6% |
| 5Y | -29.2% | -17.6% | -11.6% | -39.9% |
| All | -34.8% | -52.0% | +17.2% | -41.7% |
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 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