+67.0%
MAR vs DOW
-35.5%
+102.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -0.5% | -6.0% | +5.5% | +0.6% |
| 30D | -4.7% | -2.7% | -1.9% | -4.3% |
| 3M | -15.6% | -10.5% | -5.1% | -14.1% |
| 6M | +1.2% | -12.4% | +13.6% | +1.3% |
| YTD | +7.5% | +30.0% | -22.5% | -4.7% |
| 1Y | +26.6% | +27.8% | -1.2% | +12.0% |
| All | +67.0% | -35.5% | +102.5% | +83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling