+2,105.4%
FIX vs DOW
-37.6%
+2,143.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +2.7% |
| 7D | +6.0% | -2.4% | +8.4% | +6.6% |
| 30D | -7.2% | +0.4% | -7.6% | -7.5% |
| 3M | -15.9% | -14.4% | -1.5% | -12.6% |
| 6M | +12.7% | -7.0% | +19.7% | +11.5% |
| YTD | +72.8% | +30.2% | +42.6% | +48.6% |
| 1Y | +122.9% | +29.2% | +93.7% | +90.0% |
| 3Y | +774.3% | -36.7% | +811.0% | +931.6% |
| All | +2,105.4% | -37.6% | +2,143.0% | +2,498.6% |
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 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