+58.7%
SO vs DOW
-37.1%
+95.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | +1.0% | -2.9% | +3.9% | +1.3% |
| 30D | -3.2% | +2.0% | -5.2% | -3.4% |
| 3M | -1.7% | -12.5% | +10.8% | -0.7% |
| 6M | -7.2% | -9.2% | +2.0% | -6.9% |
| YTD | +4.6% | +30.8% | -26.2% | +1.1% |
| 1Y | +1.2% | +29.4% | -28.2% | -2.3% |
| 3Y | +45.3% | -34.6% | +79.8% | +55.0% |
| 5Y | +58.7% | -35.9% | +94.7% | +66.1% |
| All | +58.7% | -37.1% | +95.8% | +66.1% |
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