-6.2%
DOW vs RF
+152.6%
-158.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.6% |
| 7D | -9.4% | -0.1% | -9.3% | -9.4% |
| 30D | +8.9% | +7.0% | +1.9% | +4.8% |
| 3M | +6.7% | -7.0% | +13.8% | +10.6% |
| 6M | -14.2% | +6.8% | -21.0% | -18.6% |
| YTD | +36.9% | +9.9% | +27.0% | +26.4% |
| 1Y | +45.8% | +21.1% | +24.6% | +27.2% |
| 3Y | -23.9% | +119.6% | -143.5% | -53.9% |
| 5Y | -30.8% | +46.2% | -76.9% | -49.4% |
| All | -6.2% | +152.6% | -158.8% | -53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling