-48.8%
SE vs DOW
+50.2%
-99.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.2% | +7.7% | +3.9% |
| 7D | +6.7% | -4.2% | +10.9% | +6.0% |
| 30D | -17.2% | +14.7% | -31.9% | -15.4% |
| 3M | -28.0% | +9.1% | -37.1% | -26.9% |
| 6M | -6.1% | -17.7% | +11.5% | -7.3% |
| YTD | -37.1% | +44.6% | -81.8% | -36.1% |
| 1Y | -48.8% | +51.9% | -100.7% | -47.8% |
| All | -48.8% | +50.2% | -99.0% | -47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling