+199.8%
TER vs DOW
+30.0%
+169.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.0% | +8.5% | +5.5% |
| 7D | +0.6% | -2.4% | +3.0% | +0.6% |
| 30D | -8.3% | +0.4% | -8.7% | -8.3% |
| 3M | -12.2% | -14.4% | +2.1% | -11.0% |
| 6M | +17.0% | -7.0% | +24.0% | +12.4% |
| YTD | +84.6% | +30.2% | +54.4% | +60.3% |
| 1Y | +199.8% | +29.2% | +170.6% | +149.3% |
| All | +199.8% | +30.0% | +169.8% | +149.3% |
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 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