+593.2%
TER vs DOW
-6.9%
+600.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.4% | +4.9% | +6.9% |
| 7D | +5.9% | -0.5% | +6.4% | +6.2% |
| 30D | -30.8% | +15.7% | -46.5% | -35.2% |
| 3M | -29.9% | +5.3% | -35.3% | -32.1% |
| 6M | -27.5% | -14.2% | -13.2% | -23.9% |
| YTD | +37.5% | +43.9% | -6.4% | +7.2% |
| 1Y | +50.3% | +53.1% | -2.8% | +13.0% |
| 3Y | +204.9% | -21.8% | +226.7% | +216.4% |
| 5Y | +89.2% | -28.3% | +117.5% | +103.2% |
| All | +593.2% | -6.9% | +600.1% | +457.3% |
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 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