+3.7%
F vs DOW
+50.2%
-46.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.2% | +6.2% | +2.7% |
| 7D | +6.0% | -4.2% | +10.2% | +5.7% |
| 30D | +4.3% | +14.7% | -10.4% | +5.3% |
| 3M | -10.1% | +9.1% | -19.1% | -9.5% |
| 6M | +12.8% | -17.7% | +30.4% | +11.5% |
| YTD | -0.1% | +44.6% | -44.7% | -13.9% |
| 1Y | +3.7% | +51.9% | -48.2% | -12.7% |
| All | +3.7% | +50.2% | -46.6% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 1y: compounded portfolio wealth divided by compounded DOW 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…
1y analysis · Full analysis span regression · 6 months rolling