+27.8%
DOW vs S
+5.0%
+22.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -6.0% | -1.2% | -4.8% | -6.0% |
| 30D | -2.7% | -12.6% | +9.8% | -2.5% |
| 3M | -10.5% | +27.6% | -38.0% | -12.1% |
| 6M | -12.4% | +35.5% | -47.9% | -14.6% |
| YTD | +30.0% | +29.6% | +0.4% | +26.3% |
| 1Y | +27.8% | +8.1% | +19.7% | +30.2% |
| All | +27.8% | +5.0% | +22.8% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling