+50.0%
DOW vs RF
+18.9%
+31.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.3% |
| 7D | +5.2% | +1.9% | +3.3% | +5.3% |
| 30D | +13.2% | +7.3% | +5.9% | +13.5% |
| 3M | +10.1% | -7.9% | +18.0% | +9.6% |
| 6M | -13.1% | +10.5% | -23.6% | -14.9% |
| YTD | +46.1% | +9.6% | +36.5% | +36.3% |
| 1Y | +50.0% | +20.3% | +29.7% | +23.8% |
| All | +50.0% | +18.9% | +31.2% | +23.8% |
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