+112.5%
F vs DOW
-10.2%
+122.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.1% |
| 7D | +1.6% | -9.5% | +11.1% | +6.1% |
| 30D | +2.6% | +13.1% | -10.4% | -3.3% |
| 3M | -8.8% | +4.8% | -13.6% | -11.6% |
| 6M | +4.6% | -16.7% | +21.3% | +11.4% |
| YTD | -1.9% | +38.9% | -40.8% | -23.5% |
| 1Y | -0.8% | +48.3% | -49.1% | -25.7% |
| 3Y | +43.5% | -24.4% | +67.8% | +50.7% |
| 5Y | -12.1% | -29.2% | +17.1% | -4.1% |
| All | +112.5% | -10.2% | +122.7% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling