-10.4%
DOW vs NI
+91.8%
-102.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.2% |
| 7D | -2.9% | +2.3% | -5.2% | -4.2% |
| 30D | +2.0% | -1.7% | +3.6% | +2.8% |
| 3M | -12.5% | -8.0% | -4.5% | -8.6% |
| 6M | -9.2% | -8.6% | -0.6% | -5.2% |
| YTD | +30.8% | +2.3% | +28.4% | +27.8% |
| 1Y | +29.4% | +6.9% | +22.5% | +22.9% |
| 3Y | -34.6% | +70.6% | -105.1% | -54.4% |
| 5Y | -35.9% | +96.4% | -132.3% | -60.8% |
| All | -10.4% | +91.8% | -102.2% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling