+18.9%
NET vs DOW
-18.0%
+36.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.7% | -2.8% |
| 7D | -16.4% | -4.2% | -12.2% | -16.5% |
| 30D | -25.8% | +14.7% | -40.5% | -25.2% |
| 3M | -11.5% | +9.1% | -20.6% | -11.2% |
| 6M | +18.9% | -17.7% | +36.6% | +27.2% |
| All | +18.9% | -18.0% | +36.9% | +27.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling