+1,027.6%
FIX vs DOW
-28.2%
+1,055.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +9.4% | +5.2% | +4.2% | +8.1% |
| 30D | -27.8% | +13.2% | -41.0% | -30.0% |
| 3M | -35.6% | +10.1% | -45.6% | -37.2% |
| 6M | -45.2% | -13.1% | -32.2% | -43.3% |
| YTD | +19.5% | +46.1% | -26.6% | +0.1% |
| 1Y | +24.2% | +50.0% | -25.8% | +2.7% |
| 3Y | +494.2% | -20.2% | +514.4% | +537.4% |
| All | +1,027.6% | -28.2% | +1,055.8% | +1,164.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling