+198.9%
SPY vs DOW
-5.5%
+204.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | +2.6% | +5.2% | -2.6% | +1.2% |
| 30D | -2.0% | +13.2% | -15.2% | -5.4% |
| 3M | -2.8% | +10.1% | -12.9% | -5.8% |
| 6M | +2.1% | -13.1% | +15.2% | +5.3% |
| YTD | +11.5% | +46.1% | -34.6% | -4.4% |
| 1Y | +13.5% | +50.0% | -36.6% | -3.8% |
| 3Y | +77.7% | -20.2% | +97.9% | +79.9% |
| 5Y | +72.6% | -27.7% | +100.3% | +78.7% |
| All | +198.9% | -5.5% | +204.4% | +143.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling