-37.9%
DOW vs S
-57.8%
+19.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.6% |
| 7D | -2.9% | -5.8% | +2.9% | -2.5% |
| 30D | +2.0% | -9.2% | +11.2% | +2.5% |
| 3M | -12.5% | +23.4% | -35.9% | -14.4% |
| 6M | -9.2% | +36.9% | -46.1% | -12.3% |
| YTD | +30.8% | +29.5% | +1.2% | +26.7% |
| 1Y | +29.4% | +5.4% | +24.0% | +27.4% |
| 3Y | -34.6% | +14.7% | -49.3% | -36.8% |
| 5Y | -35.9% | -71.5% | +35.6% | -36.9% |
| All | -37.9% | -57.8% | +19.9% | -37.8% |
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