-4.9%
DOW vs D
+26.1%
-30.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.1% |
| 7D | -9.5% | +3.0% | -12.5% | -10.8% |
| 30D | +13.1% | +11.5% | +1.6% | +7.4% |
| 3M | +4.8% | +3.7% | +1.1% | +2.8% |
| 6M | -16.7% | +13.5% | -30.2% | -22.0% |
| YTD | +38.9% | +20.7% | +18.1% | +25.9% |
| 1Y | +48.3% | +18.2% | +30.1% | +35.5% |
| 3Y | -24.4% | +73.3% | -97.7% | -44.1% |
| 5Y | -29.2% | +12.3% | -41.5% | -35.4% |
| All | -4.9% | +26.1% | -30.9% | -9.1% |
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