-35.5%
DOW vs SPXU
-85.5%
+50.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +1.3% |
| 7D | -2.4% | +6.4% | -8.7% | -0.7% |
| 30D | -4.1% | +5.9% | -10.0% | -2.5% |
| 3M | -12.4% | -11.7% | -0.8% | -15.5% |
| 6M | -10.6% | -28.7% | +18.1% | -19.1% |
| YTD | +31.1% | -26.4% | +57.4% | +20.5% |
| 1Y | +30.5% | -35.2% | +65.8% | +16.4% |
| 3Y | -34.4% | -79.8% | +45.4% | -54.5% |
| 5Y | -35.5% | -86.1% | +50.6% | -56.1% |
| All | -35.5% | -85.5% | +50.0% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 5y: compounded portfolio wealth divided by compounded SPXU 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…
5y analysis · Full analysis span regression · 6 months rolling