+29.2%
DOW vs PL
+176.6%
-147.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.8% | -3.0% |
| 7D | -2.4% | -9.3% | +6.9% | -2.5% |
| 30D | +0.4% | -18.9% | +19.3% | +0.1% |
| 3M | -14.4% | -58.4% | +44.0% | -15.0% |
| 6M | -7.0% | -30.3% | +23.3% | -6.5% |
| YTD | +30.2% | -8.1% | +38.3% | +30.5% |
| 1Y | +29.2% | +180.5% | -151.3% | +33.5% |
| All | +29.2% | +176.6% | -147.4% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling