-4.9%
DOW vs RF
+147.2%
-152.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.6% |
| 7D | -9.5% | -0.9% | -8.6% | -9.1% |
| 30D | +13.1% | +6.0% | +7.0% | +9.4% |
| 3M | +4.8% | -8.9% | +13.7% | +9.8% |
| 6M | -16.7% | +2.3% | -19.0% | -19.0% |
| YTD | +38.9% | +7.6% | +31.3% | +29.8% |
| 1Y | +48.3% | +21.2% | +27.1% | +29.3% |
| 3Y | -24.4% | +108.5% | -132.9% | -52.8% |
| 5Y | -29.2% | +43.2% | -72.4% | -47.7% |
| All | -4.9% | +147.2% | -152.1% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling