+115.3%
SPOT vs DOW
-37.7%
+153.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.8% | +1.2% |
| 7D | -3.1% | -1.4% | -1.7% | -2.8% |
| 30D | +7.4% | -3.9% | +11.3% | +8.1% |
| 3M | +8.2% | -12.7% | +20.9% | +10.8% |
| 6M | +2.2% | -13.7% | +15.9% | +3.9% |
| YTD | -9.5% | +28.4% | -37.9% | -16.3% |
| 1Y | -23.8% | +21.8% | -45.6% | -29.0% |
| 3Y | +233.5% | -35.7% | +269.2% | +276.2% |
| All | +115.3% | -37.7% | +153.0% | +138.1% |
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