-37.4%
DOW vs D
+5.6%
-43.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -2.4% | +1.5% | -3.8% | -2.8% |
| 30D | +0.4% | -2.6% | +3.0% | +1.1% |
| 3M | -14.4% | 0.0% | -14.4% | -14.4% |
| 6M | -7.0% | +7.4% | -14.3% | -9.4% |
| YTD | +30.2% | +15.9% | +14.3% | +23.7% |
| 1Y | +29.2% | +18.1% | +11.1% | +21.7% |
| 3Y | -36.7% | +58.4% | -95.1% | -46.5% |
| All | -37.4% | +5.6% | -43.0% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling