+51.9%
DOW vs NI
+9.5%
+42.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.4% |
| 7D | -4.2% | +3.9% | -8.1% | -4.8% |
| 30D | +14.7% | +15.3% | -0.6% | +12.0% |
| 3M | +9.1% | +2.4% | +6.7% | +9.0% |
| 6M | -17.7% | -4.5% | -13.1% | -16.2% |
| YTD | +44.6% | +11.4% | +33.3% | +36.7% |
| 1Y | +51.9% | +8.5% | +43.4% | +44.9% |
| All | +51.9% | +9.5% | +42.4% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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