-10.8%
DOW vs EXC
+62.0%
-72.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -2.0% | -2.5% |
| 7D | -2.4% | +0.3% | -2.7% | -2.6% |
| 30D | +0.4% | -3.7% | +4.1% | +2.3% |
| 3M | -14.4% | -1.3% | -13.1% | -14.1% |
| 6M | -7.0% | -9.7% | +2.7% | -2.3% |
| YTD | +30.2% | +2.9% | +27.3% | +26.5% |
| 1Y | +29.2% | +4.4% | +24.8% | +23.8% |
| 3Y | -36.7% | +22.2% | -58.9% | -46.7% |
| 5Y | -37.7% | +46.7% | -84.4% | -56.0% |
| All | -10.8% | +62.0% | -72.9% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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