+32.6%
NET vs DOW
-27.1%
+59.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.7% | -1.4% |
| 7D | -16.4% | -4.2% | -12.2% | -15.2% |
| 30D | -25.8% | +14.7% | -40.5% | -29.7% |
| 3M | -11.5% | +9.1% | -20.6% | -15.1% |
| 6M | +18.9% | -17.7% | +36.6% | +26.5% |
| YTD | +35.2% | +44.6% | -9.4% | +9.4% |
| 1Y | +14.5% | +51.9% | -37.4% | -10.1% |
| 3Y | +313.8% | -21.8% | +335.7% | +355.6% |
| 5Y | +32.6% | -24.8% | +57.4% | +72.2% |
| All | +32.6% | -27.1% | +59.7% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling