-37.8%
U vs DOW
-20.0%
-17.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | +4.4% | -6.0% | +10.4% | +7.2% |
| 30D | -1.3% | -2.7% | +1.4% | -0.4% |
| 3M | +49.6% | -10.5% | +60.1% | +55.4% |
| 6M | +100.2% | -12.4% | +112.6% | +105.1% |
| YTD | -3.7% | +30.0% | -33.7% | -22.0% |
| 1Y | -6.5% | +27.8% | -34.3% | -24.5% |
| 3Y | +12.9% | -34.9% | +47.8% | +35.1% |
| 5Y | -68.3% | -35.9% | -32.4% | -62.2% |
| All | -37.8% | -20.0% | -17.7% | -20.4% |
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