-29.5%
DOW vs P
+247.4%
-276.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.4% | -2.2% |
| 7D | -9.5% | -23.8% | +14.3% | -7.0% |
| 30D | +13.1% | -36.6% | +49.7% | +18.1% |
| 3M | +4.8% | +10.9% | -6.0% | +1.9% |
| 6M | -16.7% | +30.0% | -46.6% | -21.5% |
| YTD | +38.9% | +44.4% | -5.5% | +27.9% |
| 1Y | +48.3% | +3.9% | +44.4% | +41.9% |
| 3Y | -24.4% | +176.6% | -200.9% | -40.9% |
| All | -29.5% | +247.4% | -276.9% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling