+6.4%
XYZ vs DOW
-15.4%
+21.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.7% | -3.4% |
| 7D | +2.9% | -2.9% | +5.8% | +4.2% |
| 30D | +1.4% | +2.0% | -0.6% | +0.1% |
| 3M | +14.6% | -12.5% | +27.1% | +20.1% |
| 6M | +20.8% | -9.2% | +30.0% | +19.8% |
| YTD | +23.1% | +30.8% | -7.7% | +0.1% |
| 1Y | +5.6% | +29.4% | -23.8% | -14.8% |
| 3Y | +50.9% | -34.6% | +85.5% | +71.3% |
| 5Y | -68.6% | -35.9% | -32.6% | -63.5% |
| All | +6.4% | -15.4% | +21.9% | -12.2% |
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