+360.0%
SE vs DOW
-15.8%
+375.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | 0.0% |
| 7D | -6.1% | -2.4% | -3.7% | -5.5% |
| 30D | -2.5% | +0.4% | -2.8% | -2.8% |
| 3M | +21.7% | -14.4% | +36.1% | +26.6% |
| 6M | +27.0% | -7.0% | +34.0% | +26.1% |
| YTD | -12.1% | +30.2% | -42.3% | -23.3% |
| 1Y | -40.9% | +29.2% | -70.1% | -49.0% |
| 3Y | +191.0% | -36.7% | +227.7% | +218.6% |
| 5Y | -68.3% | -37.7% | -30.6% | -64.9% |
| All | +360.0% | -15.8% | +375.8% | +305.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling