+262.0%
TER vs DOW
-36.1%
+298.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.0% | +8.5% | +6.5% |
| 7D | +0.6% | -2.4% | +3.0% | +1.3% |
| 30D | -8.3% | +0.4% | -8.7% | -8.7% |
| 3M | -12.2% | -14.4% | +2.2% | -7.7% |
| 6M | +17.1% | -7.0% | +24.0% | +13.3% |
| YTD | +84.7% | +30.2% | +54.5% | +47.6% |
| 1Y | +199.9% | +29.2% | +170.7% | +136.4% |
| All | +262.0% | -36.1% | +298.1% | +347.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling