+77.3%
SO vs DOW
-30.5%
+107.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.5% |
| 7D | -1.1% | -9.4% | +8.3% | -0.3% |
| 30D | +8.6% | +8.9% | -0.3% | +7.8% |
| 3M | +1.8% | +6.7% | -5.0% | +1.1% |
| 6M | +3.6% | -14.2% | +17.8% | +4.7% |
| YTD | +9.9% | +36.9% | -27.0% | +5.8% |
| 1Y | +5.7% | +45.8% | -40.0% | +1.0% |
| 3Y | +52.5% | -23.9% | +76.4% | +58.7% |
| 5Y | +77.3% | -30.8% | +108.1% | +88.3% |
| All | +77.3% | -30.5% | +107.8% | +88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling