+502.5%
FIX vs DOW
-19.8%
+522.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -3.1% |
| 7D | +17.0% | +3.7% | +13.3% | +16.4% |
| 30D | -30.6% | +16.3% | -46.9% | -32.0% |
| 3M | -35.0% | +9.7% | -44.7% | -35.9% |
| 6M | -44.0% | -14.1% | -29.9% | -42.1% |
| YTD | +21.1% | +46.6% | -25.5% | +6.4% |
| 1Y | +16.3% | +56.8% | -40.6% | -0.4% |
| All | +502.5% | -19.8% | +522.3% | +552.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling