+341.9%
SE vs DOW
-15.2%
+357.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.2% |
| 7D | -4.8% | -2.4% | -2.4% | -4.1% |
| 30D | -18.1% | -4.1% | -14.0% | -17.3% |
| 3M | +30.6% | -12.4% | +43.1% | +35.0% |
| 6M | +20.8% | -10.6% | +31.4% | +21.6% |
| YTD | -15.6% | +31.1% | -46.7% | -26.5% |
| 1Y | -44.2% | +30.5% | -74.7% | -52.0% |
| 3Y | +181.5% | -34.4% | +215.9% | +204.0% |
| 5Y | -66.9% | -35.5% | -31.4% | -63.7% |
| All | +341.9% | -15.2% | +357.1% | +289.0% |
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