+87.2%
T vs DOW
-15.8%
+103.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -1.3% |
| 7D | -1.3% | -2.4% | +1.1% | -0.8% |
| 30D | +11.4% | +0.4% | +11.0% | +11.1% |
| 3M | +14.3% | -14.4% | +28.7% | +17.8% |
| 6M | -9.3% | -7.0% | -2.3% | -9.1% |
| YTD | +7.1% | +30.2% | -23.1% | -1.3% |
| 1Y | -9.1% | +29.2% | -38.3% | -16.7% |
| 3Y | +105.3% | -36.7% | +142.0% | +123.1% |
| 5Y | +66.8% | -37.7% | +104.5% | +79.3% |
| All | +87.2% | -15.8% | +103.0% | +59.3% |
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