+113.9%
F vs DOW
-11.5%
+125.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.3% |
| 7D | -0.6% | -9.4% | +8.8% | +3.8% |
| 30D | +2.9% | +8.9% | -6.1% | -1.5% |
| 3M | -9.5% | +6.7% | -16.2% | -13.0% |
| 6M | +4.0% | -14.2% | +18.2% | +9.2% |
| YTD | -1.3% | +36.9% | -38.2% | -22.6% |
| 1Y | -1.9% | +45.8% | -47.7% | -26.0% |
| 3Y | +53.5% | -23.9% | +77.4% | +60.3% |
| 5Y | -15.1% | -30.8% | +15.6% | -6.4% |
| All | +113.9% | -11.5% | +125.3% | +82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling