+25.6%
O vs DOW
-5.2%
+30.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.0% |
| 7D | -0.4% | +3.7% | -4.1% | -1.4% |
| 30D | +8.3% | +16.3% | -8.0% | +3.9% |
| 3M | -4.0% | +9.7% | -13.7% | -6.6% |
| 6M | -2.6% | -14.1% | +11.5% | +0.6% |
| YTD | +9.9% | +46.6% | -36.7% | -4.5% |
| 1Y | +9.8% | +56.8% | -47.0% | -6.8% |
| 3Y | +39.7% | -20.4% | +60.1% | +42.4% |
| 5Y | +9.2% | -27.4% | +36.6% | +12.8% |
| All | +25.6% | -5.2% | +30.8% | -10.3% |
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