+25.0%
O vs DOW
-15.2%
+40.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | -3.5% | -2.4% | -1.1% | -2.9% |
| 30D | -3.3% | -4.1% | +0.8% | -2.4% |
| 3M | -2.8% | -12.4% | +9.6% | +0.1% |
| 6M | -5.8% | -10.6% | +4.9% | -4.6% |
| YTD | +9.4% | +31.1% | -21.7% | -1.8% |
| 1Y | +5.7% | +30.5% | -24.8% | -5.9% |
| 3Y | +27.2% | -34.4% | +61.6% | +37.9% |
| 5Y | +17.2% | -35.5% | +52.7% | +24.9% |
| All | +25.0% | -15.2% | +40.2% | -7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling