-35.5%
DOW vs NI
+94.6%
-130.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -2.4% | -0.6% | -1.8% | -2.2% |
| 30D | -4.1% | -1.4% | -2.7% | -3.6% |
| 3M | -12.4% | -10.6% | -1.9% | -9.0% |
| 6M | -10.6% | -9.9% | -0.7% | -7.7% |
| YTD | +31.1% | +1.2% | +29.9% | +29.6% |
| 1Y | +30.5% | +4.4% | +26.1% | +27.4% |
| 3Y | -34.4% | +68.6% | -103.0% | -47.7% |
| 5Y | -35.5% | +98.0% | -133.5% | -52.1% |
| All | -35.5% | +94.6% | -130.1% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling