+48.3%
DOW vs PL
-3.5%
+51.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.4% | -12.2% | -1.6% |
| 7D | -9.5% | -6.8% | -2.7% | -9.6% |
| 30D | +13.1% | -29.3% | +42.4% | +12.3% |
| 3M | +4.8% | -44.8% | +49.6% | +3.5% |
| 6M | -16.7% | -68.4% | +51.7% | -18.4% |
| YTD | +38.9% | -36.4% | +75.2% | +40.7% |
| 1Y | +48.3% | +0.7% | +47.6% | +55.7% |
| All | +48.3% | -3.5% | +51.8% | +55.7% |
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