+17.5%
SPY vs DOW
+29.9%
-12.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | -2.0% | -2.4% | +0.4% | -2.0% |
| 30D | -1.7% | -4.1% | +2.4% | -1.7% |
| 3M | +4.7% | -12.4% | +17.2% | +5.0% |
| 6M | +12.5% | -10.6% | +23.1% | +11.6% |
| YTD | +11.7% | +31.1% | -19.4% | +6.2% |
| 1Y | +17.5% | +30.5% | -13.0% | +11.2% |
| All | +17.5% | +29.9% | -12.4% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling