+6.4%
SO vs DOW
+53.6%
-47.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.4% | -3.2% | 0.0% |
| 7D | +0.8% | -0.5% | +1.3% | +0.8% |
| 30D | +7.8% | +15.7% | -7.9% | +7.1% |
| 3M | +2.9% | +5.3% | -2.4% | +2.6% |
| 6M | +2.5% | -14.2% | +16.7% | +2.8% |
| YTD | +10.3% | +43.9% | -33.6% | +8.7% |
| 1Y | +6.4% | +53.1% | -46.7% | +4.5% |
| All | +6.4% | +53.6% | -47.2% | +4.5% |
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