-10.8%
DOW vs D
+21.0%
-31.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.4% |
| 7D | -2.4% | +0.4% | -2.8% | -2.6% |
| 30D | +0.4% | -3.6% | +3.9% | +2.0% |
| 3M | -14.4% | -1.0% | -13.4% | -14.1% |
| 6M | -7.0% | +6.3% | -13.3% | -10.2% |
| YTD | +30.2% | +14.7% | +15.5% | +21.2% |
| 1Y | +29.2% | +16.9% | +12.3% | +18.6% |
| 3Y | -36.7% | +56.8% | -93.5% | -51.0% |
| 5Y | -37.7% | +5.2% | -42.9% | -41.3% |
| All | -10.8% | +21.0% | -31.8% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling