+53.1%
DOW vs PL
+8.6%
+44.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.4% |
| 7D | -0.5% | +13.4% | -13.8% | -0.1% |
| 30D | +15.7% | -10.2% | +25.9% | +15.6% |
| 3M | +5.3% | -39.5% | +44.8% | +4.3% |
| 6M | -14.2% | -65.7% | +51.5% | -15.7% |
| YTD | +43.9% | -27.3% | +71.2% | +46.3% |
| 1Y | +53.1% | +15.0% | +38.1% | +61.0% |
| All | +53.1% | +8.6% | +44.4% | +61.0% |
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