+181.7%
MAR vs DOW
-15.2%
+197.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.1% |
| 7D | -2.1% | -2.4% | +0.3% | -1.2% |
| 30D | -5.7% | -4.1% | -1.6% | -4.3% |
| 3M | -14.6% | -12.4% | -2.2% | -10.8% |
| 6M | +1.3% | -10.6% | +12.0% | +1.9% |
| YTD | +6.7% | +31.1% | -24.4% | -11.1% |
| 1Y | +26.4% | +30.5% | -4.1% | +4.0% |
| 3Y | +64.7% | -34.4% | +99.1% | +83.5% |
| 5Y | +153.1% | -35.5% | +188.6% | +179.8% |
| All | +181.7% | -15.2% | +197.0% | +160.5% |
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 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