+47.0%
DOW vs M
+25.7%
+21.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.1% | -9.5% | -1.3% |
| 7D | -9.4% | +2.5% | -12.0% | -9.3% |
| 30D | +8.9% | +10.1% | -1.1% | +9.1% |
| 3M | +6.7% | -0.9% | +7.7% | +7.4% |
| 6M | -14.2% | +30.2% | -44.4% | -15.7% |
| YTD | +36.9% | +16.3% | +20.6% | +38.9% |
| All | +47.0% | +25.7% | +21.3% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling