-10.9%
DOW vs SU
+168.8%
-179.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -1.4% |
| 7D | -6.0% | +1.6% | -7.6% | -6.7% |
| 30D | -2.7% | +10.7% | -13.5% | -7.6% |
| 3M | -10.5% | +13.5% | -24.0% | -16.0% |
| 6M | -12.4% | +21.8% | -34.3% | -20.3% |
| YTD | +30.0% | +58.8% | -28.8% | +4.3% |
| 1Y | +27.8% | +72.0% | -44.2% | -1.5% |
| 3Y | -34.9% | +121.7% | -156.6% | -56.1% |
| 5Y | -35.9% | +350.4% | -386.3% | -71.3% |
| All | -10.9% | +168.8% | -179.8% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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