+13.5%
U vs DOW
-35.3%
+48.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.4% |
| 7D | +4.5% | -2.9% | +7.4% | +5.6% |
| 30D | -0.6% | +2.0% | -2.5% | -1.7% |
| 3M | +48.4% | -12.5% | +61.0% | +55.6% |
| 6M | +115.4% | -9.2% | +124.6% | +116.0% |
| YTD | -3.2% | +30.8% | -34.0% | -22.4% |
| 1Y | -6.0% | +29.4% | -35.4% | -25.2% |
| 3Y | +13.5% | -34.6% | +48.0% | +53.6% |
| All | +13.5% | -35.3% | +48.7% | +53.6% |
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