-10.9%
DOW vs P
+362.9%
-373.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.5% | +0.2% |
| 7D | -6.0% | +5.0% | -11.0% | -7.0% |
| 30D | -2.7% | -0.9% | -1.8% | -3.1% |
| 3M | -10.5% | +38.7% | -49.1% | -17.6% |
| 6M | -12.4% | +54.4% | -66.8% | -22.2% |
| YTD | +30.0% | +44.8% | -14.8% | +15.9% |
| 1Y | +27.8% | +22.5% | +5.3% | +16.2% |
| 3Y | -34.9% | +148.2% | -183.2% | -54.3% |
| 5Y | -35.9% | +268.9% | -304.8% | -62.1% |
| All | -10.9% | +362.9% | -373.8% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling