-57.0%
FIG vs DOW
+55.2%
-112.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.1% | -0.4% |
| 7D | +2.6% | +3.7% | -1.1% | +2.3% |
| 30D | -13.1% | +16.3% | -29.3% | -14.1% |
| 3M | -20.3% | +9.7% | -30.0% | -21.1% |
| 6M | -2.1% | -14.1% | +12.0% | -2.8% |
| YTD | -49.4% | +46.6% | -96.0% | -52.4% |
| 1Y | -57.0% | +56.8% | -113.8% | -60.0% |
| All | -57.0% | +55.2% | -112.2% | -60.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling