+2,226.5%
FIX vs DOW
-6.9%
+2,233.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.4% | +1.7% | +3.6% |
| 7D | +6.4% | -0.5% | +6.9% | +6.7% |
| 30D | -29.1% | +15.7% | -44.8% | -33.7% |
| 3M | -31.1% | +5.3% | -36.5% | -33.2% |
| 6M | -42.8% | -14.2% | -28.6% | -39.9% |
| YTD | +24.6% | +43.9% | -19.3% | -3.2% |
| 1Y | +21.9% | +53.1% | -31.1% | -9.1% |
| 3Y | +524.9% | -21.8% | +546.7% | +541.4% |
| 5Y | +1,092.2% | -28.3% | +1,120.5% | +1,163.3% |
| All | +2,226.5% | -6.9% | +2,233.4% | +1,628.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling