+149.7%
F vs DOW
-15.8%
+165.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +2.8% |
| 7D | +5.3% | -2.4% | +7.7% | +6.4% |
| 30D | +4.6% | +0.4% | +4.2% | +3.9% |
| 3M | -3.7% | -14.4% | +10.7% | +2.4% |
| 6M | +16.8% | -7.0% | +23.8% | +14.6% |
| YTD | +15.3% | +30.2% | -14.9% | -6.9% |
| 1Y | +31.0% | +29.2% | +1.8% | +4.3% |
| 3Y | +45.4% | -36.7% | +82.1% | +69.0% |
| 5Y | +54.7% | -37.7% | +92.4% | +80.5% |
| All | +149.7% | -15.8% | +165.5% | +119.1% |
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