-48.0%
SE vs DOW
+55.2%
-103.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +1.0% |
| 7D | -1.5% | +3.7% | -5.1% | -0.8% |
| 30D | -22.3% | +16.3% | -38.6% | -20.4% |
| 3M | -41.8% | +9.7% | -51.5% | -40.8% |
| 6M | -22.4% | -14.1% | -8.3% | -22.8% |
| YTD | -41.6% | +46.6% | -88.2% | -40.6% |
| 1Y | -48.0% | +56.8% | -104.9% | -46.7% |
| All | -48.0% | +55.2% | -103.2% | -46.7% |
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