-68.0%
U vs DOW
-37.1%
-30.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.4% |
| 7D | +4.5% | -2.9% | +7.4% | +6.0% |
| 30D | -0.6% | +2.0% | -2.5% | -2.1% |
| 3M | +48.4% | -12.5% | +61.0% | +57.5% |
| 6M | +115.4% | -9.2% | +124.6% | +116.0% |
| YTD | -3.2% | +30.8% | -34.0% | -26.2% |
| 1Y | -6.0% | +29.4% | -35.4% | -29.2% |
| 3Y | +13.5% | -34.6% | +48.0% | +49.9% |
| 5Y | -68.0% | -35.9% | -32.1% | -57.0% |
| All | -68.0% | -37.1% | -30.9% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling