-35.5%
DOW vs DE
+97.0%
-132.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.4% | -2.4% | 0.0% | -1.4% |
| 30D | -4.1% | +9.7% | -13.8% | -7.8% |
| 3M | -12.4% | +21.4% | -33.8% | -20.2% |
| 6M | -10.6% | +15.0% | -25.6% | -17.5% |
| YTD | +31.1% | +46.4% | -15.3% | +6.8% |
| 1Y | +30.5% | +45.6% | -15.1% | +6.3% |
| 3Y | -34.4% | +76.8% | -111.2% | -51.3% |
| 5Y | -35.5% | +99.4% | -134.9% | -55.0% |
| All | -35.5% | +97.0% | -132.5% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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