+127.2%
SO vs DOW
-17.0%
+144.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.2% |
| 7D | -1.1% | -1.4% | +0.3% | -0.8% |
| 30D | -5.0% | -3.9% | -1.1% | -4.3% |
| 3M | -5.8% | -12.7% | +6.9% | -3.5% |
| 6M | -7.9% | -13.7% | +5.7% | -6.2% |
| YTD | +2.4% | +28.4% | -26.0% | -4.9% |
| 1Y | -2.3% | +21.8% | -24.0% | -8.9% |
| 3Y | +41.9% | -35.7% | +77.6% | +52.7% |
| 5Y | +58.1% | -36.8% | +94.9% | +67.6% |
| All | +127.2% | -17.0% | +144.2% | +68.4% |
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