-30.8%
DOW vs EW
-12.2%
-18.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -1.7% |
| 7D | -9.4% | +12.3% | -21.7% | -10.8% |
| 30D | +8.9% | +22.9% | -13.9% | +5.9% |
| 3M | +6.7% | +16.7% | -10.0% | +4.4% |
| 6M | -14.2% | +31.0% | -45.1% | -17.5% |
| YTD | +36.9% | +22.8% | +14.1% | +32.6% |
| 1Y | +45.8% | +25.6% | +20.2% | +40.7% |
| 3Y | -23.9% | +62.0% | -85.9% | -31.4% |
| 5Y | -30.8% | -12.8% | -18.0% | -32.4% |
| All | -30.8% | -12.2% | -18.6% | -32.4% |
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