-10.8%
DOW vs P
+374.5%
-385.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.3% |
| 7D | -2.4% | +6.5% | -8.9% | -3.7% |
| 30D | +0.4% | +18.8% | -18.5% | -3.6% |
| 3M | -14.4% | +26.7% | -41.1% | -19.7% |
| 6M | -7.0% | +62.2% | -69.1% | -18.2% |
| YTD | +30.2% | +48.5% | -18.3% | +15.5% |
| 1Y | +29.2% | +26.4% | +2.8% | +16.7% |
| 3Y | -36.7% | +159.4% | -196.1% | -56.1% |
| 5Y | -37.7% | +275.8% | -313.5% | -63.2% |
| All | -10.8% | +374.5% | -385.4% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling