-34.4%
DOW vs USFR
+14.1%
-48.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.4% | +0.1% | -2.5% | -2.3% |
| 30D | -4.1% | +0.3% | -4.4% | -3.7% |
| 3M | -12.4% | +1.0% | -13.4% | -11.3% |
| 6M | -10.6% | +1.9% | -12.5% | -6.9% |
| YTD | +31.1% | +2.7% | +28.4% | +38.8% |
| 1Y | +30.5% | +4.0% | +26.5% | +40.6% |
| All | -34.4% | +14.1% | -48.4% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling