-37.4%
DOW vs RF
+89.8%
-127.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.9% |
| 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% | +19.6% |
| 1Y | +29.2% | +15.7% | +13.5% | +18.5% |
| 3Y | -36.7% | +86.9% | -123.6% | -54.3% |
| All | -37.4% | +89.8% | -127.3% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling