-38.2%
DOW vs S
-56.8%
+18.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | -2.4% | -7.7% | +5.3% | -1.8% |
| 30D | +0.4% | -5.3% | +5.7% | +0.6% |
| 3M | -14.4% | +20.3% | -34.7% | -16.0% |
| 6M | -7.0% | +47.4% | -54.3% | -10.7% |
| YTD | +30.2% | +32.5% | -2.3% | +25.9% |
| 1Y | +29.2% | +9.5% | +19.7% | +26.9% |
| 3Y | -36.7% | +15.5% | -52.2% | -38.9% |
| 5Y | -37.7% | -71.2% | +33.5% | -38.7% |
| All | -38.2% | -56.8% | +18.6% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling