+10.0%
XYZ vs DOW
-15.8%
+25.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.6% |
| 7D | -1.0% | -2.4% | +1.4% | +0.1% |
| 30D | -1.7% | +0.4% | -2.1% | -2.4% |
| 3M | +16.7% | -14.4% | +31.1% | +23.7% |
| 6M | +26.9% | -7.0% | +33.8% | +24.3% |
| YTD | +27.1% | +30.2% | -3.1% | +3.7% |
| 1Y | +9.3% | +29.2% | -20.0% | -11.9% |
| 3Y | +42.3% | -36.7% | +79.0% | +64.5% |
| 5Y | -69.3% | -37.7% | -31.6% | -63.9% |
| All | +10.0% | -15.8% | +25.8% | -9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling