-10.8%
DOW vs EL
-28.9%
+18.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.0% | -6.0% | -4.0% |
| 7D | -2.4% | +0.8% | -3.2% | -2.7% |
| 30D | +0.4% | +19.8% | -19.5% | -6.5% |
| 3M | -14.4% | +25.7% | -40.1% | -22.0% |
| 6M | -7.0% | +5.4% | -12.4% | -11.5% |
| YTD | +30.2% | +0.2% | +30.0% | +25.1% |
| 1Y | +29.2% | +20.4% | +8.8% | +14.3% |
| 3Y | -36.7% | -32.1% | -4.6% | -34.2% |
| 5Y | -37.7% | -67.2% | +29.5% | -7.4% |
| All | -10.8% | -28.9% | +18.1% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling