-35.0%
DOW vs S
-48.9%
+13.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.0% | -9.4% | -2.0% |
| 7D | -9.4% | +1.6% | -11.0% | -9.6% |
| 30D | +8.9% | -10.5% | +19.4% | +9.7% |
| 3M | +6.7% | +9.9% | -3.2% | +5.5% |
| 6M | -14.2% | +41.8% | -56.0% | -17.2% |
| YTD | +36.9% | +56.8% | -19.9% | +30.3% |
| 1Y | +45.8% | +39.0% | +6.7% | +40.0% |
| 3Y | -23.9% | +53.8% | -77.7% | -28.2% |
| 5Y | -30.8% | -68.6% | +37.8% | -33.3% |
| All | -35.0% | -48.9% | +13.9% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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