-10.8%
DOW vs IR
+193.4%
-204.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.7% |
| 7D | -2.4% | -2.8% | +0.4% | -0.9% |
| 30D | +0.4% | -15.1% | +15.5% | +9.8% |
| 3M | -14.4% | +6.1% | -20.5% | -18.9% |
| 6M | -7.0% | -16.8% | +9.8% | -0.5% |
| YTD | +30.2% | -3.5% | +33.7% | +26.5% |
| 1Y | +29.2% | -3.5% | +32.7% | +25.5% |
| 3Y | -36.7% | +9.5% | -46.2% | -44.9% |
| 5Y | -37.7% | +45.1% | -82.8% | -56.4% |
| All | -10.8% | +193.4% | -204.2% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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