-35.9%
DOW vs EW
-29.9%
-6.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -6.0% | -5.1% | -0.9% | -5.4% |
| 30D | -2.7% | -6.4% | +3.6% | -1.9% |
| 3M | -10.5% | -1.6% | -8.9% | -10.4% |
| 6M | -12.4% | +2.3% | -14.7% | -13.0% |
| YTD | +30.0% | +1.1% | +28.9% | +29.4% |
| 1Y | +27.8% | +8.0% | +19.8% | +25.8% |
| 3Y | -34.9% | +16.3% | -51.3% | -38.2% |
| 5Y | -35.9% | -29.4% | -6.5% | -37.1% |
| All | -35.9% | -29.9% | -6.0% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling