+105.9%
F vs DOW
-5.5%
+111.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.1% | +5.2% | -8.3% | -5.4% |
| 30D | 0.0% | +13.2% | -13.2% | -5.9% |
| 3M | -13.2% | +10.1% | -23.3% | -17.7% |
| 6M | -10.2% | -13.1% | +2.9% | -6.0% |
| YTD | -4.9% | +46.1% | -51.1% | -27.6% |
| 1Y | -6.1% | +50.0% | -56.1% | -29.8% |
| 3Y | +46.0% | -20.2% | +66.2% | +49.6% |
| 5Y | -15.7% | -27.7% | +12.0% | -8.7% |
| All | +105.9% | -5.5% | +111.4% | +70.3% |
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