-10.8%
DOW vs SPXU
-98.6%
+87.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -2.6% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | +0.4% | +0.8% | -0.4% | +0.6% |
| 3M | -14.4% | -4.7% | -9.7% | -15.8% |
| 6M | -7.0% | -29.6% | +22.6% | -18.4% |
| YTD | +30.2% | -29.9% | +60.1% | +14.7% |
| 1Y | +29.2% | -39.1% | +68.3% | +9.1% |
| 3Y | -36.7% | -80.0% | +43.3% | -60.9% |
| 5Y | -37.7% | -86.0% | +48.3% | -60.7% |
| All | -10.8% | -98.6% | +87.8% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling