+63.7%
SE vs DOW
-20.1%
+83.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.2% |
| 7D | -0.5% | +5.2% | -5.7% | -1.0% |
| 30D | -20.9% | +13.2% | -34.1% | -22.0% |
| 3M | -38.9% | +10.1% | -49.0% | -39.7% |
| 6M | -19.4% | -13.1% | -6.3% | -17.9% |
| YTD | -40.9% | +46.1% | -87.0% | -46.9% |
| 1Y | -46.2% | +50.0% | -96.2% | -52.1% |
| 3Y | +63.7% | -20.2% | +84.0% | +124.3% |
| All | +63.7% | -20.1% | +83.8% | +124.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling