-27.5%
TER vs DOW
-11.3%
-16.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.4% | +4.9% | +9.4% |
| 7D | +5.9% | -0.5% | +6.4% | +5.5% |
| 30D | -30.8% | +15.7% | -46.5% | -26.1% |
| 3M | -29.9% | +5.3% | -35.3% | -27.4% |
| 6M | -27.5% | -14.2% | -13.2% | -20.7% |
| All | -27.5% | -11.3% | -16.1% | -20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling