+51.9%
DOW vs RF
+25.4%
+26.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.1% |
| 7D | -4.2% | +2.3% | -6.4% | -4.1% |
| 30D | +14.7% | +7.2% | +7.5% | +15.1% |
| 3M | +9.1% | -8.2% | +17.3% | +8.5% |
| 6M | -17.7% | +7.0% | -24.7% | -18.7% |
| YTD | +44.6% | +10.3% | +34.3% | +37.4% |
| 1Y | +51.9% | +25.1% | +26.8% | +31.0% |
| All | +51.9% | +25.4% | +26.5% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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