-26.6%
U vs DOW
-9.8%
-16.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.3% |
| 7D | +2.8% | +3.7% | -0.8% | +1.2% |
| 30D | +7.6% | +16.3% | -8.7% | -0.2% |
| 3M | +12.7% | +9.7% | +3.0% | +6.8% |
| 6M | +87.0% | -14.1% | +101.0% | +96.7% |
| YTD | +13.6% | +46.6% | -33.0% | -13.6% |
| 1Y | +25.3% | +56.8% | -31.5% | -9.0% |
| 3Y | +85.8% | -20.4% | +106.1% | +99.2% |
| 5Y | -74.5% | -27.4% | -47.0% | -71.4% |
| All | -26.6% | -9.8% | -16.7% | -11.8% |
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