-17.2%
F vs DOW
-28.2%
+11.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.1% | +5.2% | -8.3% | -4.9% |
| 30D | 0.0% | +13.2% | -13.2% | -4.6% |
| 3M | -13.2% | +10.1% | -23.3% | -16.7% |
| 6M | -10.2% | -13.1% | +2.9% | -6.4% |
| YTD | -4.9% | +46.1% | -51.1% | -26.5% |
| 1Y | -6.1% | +50.0% | -56.1% | -28.7% |
| 3Y | +46.0% | -20.2% | +66.2% | +60.0% |
| All | -17.2% | -28.2% | +11.0% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling