+6.5%
FIX vs DOW
+44.3%
-37.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.3% | +5.2% |
| 7D | -17.5% | -9.5% | -7.9% | -18.8% |
| 30D | -41.6% | +13.1% | -54.6% | -40.2% |
| 3M | -40.6% | +4.8% | -45.4% | -39.7% |
| 6M | -49.4% | -16.7% | -32.7% | -49.1% |
| YTD | +9.2% | +38.9% | -29.7% | +9.1% |
| 1Y | +6.5% | +48.3% | -41.8% | +8.7% |
| All | +6.5% | +44.3% | -37.9% | +8.7% |
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