+14.4%
FIX vs DOW
+50.2%
-35.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -3.2% | -11.9% | -15.5% |
| 7D | -18.9% | -4.2% | -14.7% | -19.4% |
| 30D | -36.3% | +14.7% | -51.0% | -34.8% |
| 3M | -38.5% | +9.1% | -47.6% | -37.3% |
| 6M | -42.3% | -17.7% | -24.6% | -41.9% |
| YTD | +17.1% | +44.6% | -27.5% | +16.2% |
| 1Y | +14.4% | +51.9% | -37.5% | +13.5% |
| All | +14.4% | +50.2% | -35.8% | +13.5% |
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