-25.6%
DOW vs EL
+3.1%
-28.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.0% |
| 7D | -9.4% | +8.0% | -17.4% | -10.9% |
| 30D | +8.9% | +15.4% | -6.5% | +5.7% |
| 3M | +6.7% | +28.5% | -21.8% | +0.6% |
| 6M | -14.2% | +32.2% | -46.4% | -20.2% |
| YTD | +36.9% | +9.2% | +27.7% | +32.9% |
| 1Y | +45.8% | +30.8% | +15.0% | +33.3% |
| All | -25.6% | +3.1% | -28.8% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 3y: compounded portfolio wealth divided by compounded EL 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…
3y analysis · Full analysis span regression · 6 months rolling