+129.7%
SO vs DOW
-15.8%
+145.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.1% |
| 7D | -0.2% | -2.4% | +2.2% | +0.3% |
| 30D | -4.6% | +0.4% | -5.0% | -4.8% |
| 3M | -3.0% | -14.4% | +11.4% | -0.3% |
| 6M | -8.3% | -7.0% | -1.3% | -8.0% |
| YTD | +3.5% | +30.2% | -26.7% | -4.2% |
| 1Y | -0.9% | +29.2% | -30.1% | -8.9% |
| 3Y | +45.4% | -36.7% | +82.1% | +57.4% |
| 5Y | +59.6% | -37.7% | +97.3% | +70.3% |
| All | +129.7% | -15.8% | +145.5% | +69.8% |
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