-79.1%
FIG vs DOW
+32.6%
-111.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.0% | -1.3% | -4.2% |
| 7D | -16.3% | -2.4% | -13.9% | -16.2% |
| 30D | -14.3% | +0.4% | -14.7% | -14.4% |
| 3M | +7.2% | -14.4% | +21.5% | +7.7% |
| 6M | -18.6% | -7.0% | -11.6% | -18.4% |
| YTD | -35.5% | +30.2% | -65.7% | -37.6% |
| 1Y | -55.8% | +29.2% | -85.0% | -58.9% |
| All | -79.1% | +32.6% | -111.7% | -79.9% |
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