+14.5%
FIX vs DOW
+43.1%
-28.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.4% | +10.8% | +9.2% |
| 7D | -7.2% | -9.4% | +2.2% | -8.6% |
| 30D | -35.1% | +8.9% | -44.1% | -34.0% |
| 3M | -34.3% | +6.7% | -41.0% | -33.1% |
| 6M | -42.9% | -14.2% | -28.7% | -42.5% |
| YTD | +19.5% | +36.9% | -17.5% | +18.8% |
| All | +14.5% | +43.1% | -28.6% | +16.4% |
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 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