-10.9%
DOW vs D
+19.6%
-30.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.2% |
| 7D | -6.0% | -0.4% | -5.6% | -5.8% |
| 30D | -2.7% | -2.1% | -0.7% | -1.9% |
| 3M | -10.5% | -0.7% | -9.7% | -10.2% |
| 6M | -12.4% | +5.6% | -18.0% | -15.2% |
| YTD | +30.0% | +14.6% | +15.5% | +21.0% |
| 1Y | +27.8% | +15.3% | +12.5% | +18.1% |
| 3Y | -34.9% | +59.1% | -94.1% | -50.0% |
| 5Y | -35.9% | +3.9% | -39.8% | -39.2% |
| All | -10.9% | +19.6% | -30.6% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling