-35.4%
DOW vs RF
+86.8%
-122.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -3.0% | -3.0% |
| 7D | -2.4% | +1.3% | -3.7% | -3.0% |
| 30D | +0.4% | -3.6% | +4.0% | +1.8% |
| 3M | -14.4% | +8.1% | -22.5% | -17.9% |
| 6M | -7.0% | +11.5% | -18.4% | -12.8% |
| YTD | +30.2% | +15.6% | +14.6% | +19.4% |
| 1Y | +29.2% | +15.7% | +13.5% | +18.2% |
| All | -35.4% | +86.8% | -122.2% | -52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling