-63.7%
XYZ vs DOW
-28.2%
-35.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.2% | +3.0% |
| 7D | -1.1% | +5.2% | -6.3% | -3.3% |
| 30D | +11.5% | +13.2% | -1.7% | +4.7% |
| 3M | +1.8% | +10.1% | -8.3% | -3.7% |
| 6M | +21.2% | -13.1% | +34.3% | +27.2% |
| YTD | +29.9% | +46.1% | -16.2% | -5.0% |
| 1Y | +35.8% | +50.0% | -14.3% | -3.2% |
| 3Y | +62.6% | -20.2% | +82.8% | +76.2% |
| All | -63.7% | -28.2% | -35.5% | -55.2% |
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 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