+33.9%
TER vs DOW
+43.1%
-9.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.4% | +14.1% | +12.6% |
| 7D | -5.8% | -9.4% | +3.7% | -6.7% |
| 30D | -38.9% | +8.9% | -47.8% | -38.2% |
| 3M | -35.1% | +6.7% | -41.9% | -34.4% |
| 6M | -31.6% | -14.2% | -17.4% | -30.6% |
| YTD | +27.2% | +36.9% | -9.7% | +7.6% |
| All | +33.9% | +43.1% | -9.2% | +12.5% |
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