-10.8%
DOW vs USFR
+22.9%
-33.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -3.1% |
| 7D | -2.4% | +0.1% | -2.4% | -2.5% |
| 30D | +0.4% | +0.3% | +0.1% | -0.4% |
| 3M | -14.4% | +1.0% | -15.4% | -16.5% |
| 6M | -7.0% | +1.9% | -8.9% | -11.2% |
| YTD | +30.2% | +2.6% | +27.6% | +22.4% |
| 1Y | +29.2% | +4.0% | +25.2% | +17.4% |
| 3Y | -36.7% | +14.1% | -50.8% | -56.4% |
| 5Y | -37.7% | +20.4% | -58.1% | -67.3% |
| All | -10.8% | +22.9% | -33.7% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling