-35.3%
DOW vs EW
+16.7%
-52.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.2% | -3.0% |
| 7D | -2.4% | -0.3% | -2.0% | -2.3% |
| 30D | +0.4% | +1.0% | -0.7% | +0.3% |
| 3M | -14.4% | +2.8% | -17.2% | -14.7% |
| 6M | -7.0% | +5.5% | -12.5% | -7.6% |
| YTD | +30.2% | +5.5% | +24.7% | +29.2% |
| 1Y | +29.2% | +11.0% | +18.2% | +27.2% |
| All | -35.3% | +16.7% | -52.0% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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