+26.4%
MAR vs DOW
+29.9%
-3.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.7% |
| 7D | -2.1% | -2.4% | +0.3% | -2.1% |
| 30D | -5.7% | -4.1% | -1.6% | -5.7% |
| 3M | -14.6% | -12.4% | -2.2% | -14.5% |
| 6M | +1.3% | -10.6% | +12.0% | -0.8% |
| YTD | +6.7% | +31.1% | -24.4% | -2.0% |
| 1Y | +26.4% | +30.5% | -4.1% | +16.5% |
| All | +26.4% | +29.9% | -3.5% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling