+120.9%
MAR vs DOW
-19.8%
+140.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -2.9% | -1.4% |
| 7D | +1.8% | +3.7% | -1.9% | +1.2% |
| 30D | +14.3% | +16.3% | -2.0% | +11.3% |
| 3M | +20.0% | +9.7% | +10.3% | +17.8% |
| 6M | +21.7% | -14.1% | +35.8% | +25.0% |
| YTD | +37.7% | +46.6% | -8.9% | +19.5% |
| 1Y | +46.8% | +56.8% | -10.0% | +24.6% |
| All | +120.9% | -19.8% | +140.7% | +125.4% |
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