-43.6%
SE vs DOW
+29.4%
-73.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.1% |
| 7D | -3.6% | -6.0% | +2.4% | -4.2% |
| 30D | -5.3% | -2.7% | -2.6% | -5.5% |
| 3M | +28.1% | -10.5% | +38.6% | +27.4% |
| 6M | +20.7% | -12.4% | +33.1% | +18.8% |
| YTD | -14.8% | +30.0% | -44.8% | -16.9% |
| 1Y | -43.6% | +27.8% | -71.4% | -44.7% |
| All | -43.6% | +29.4% | -73.0% | -44.7% |
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