+18.6%
DIA vs FIX
+128.3%
-109.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.7% |
| 7D | -0.2% | +6.0% | -6.2% | -0.7% |
| 30D | -1.5% | -7.2% | +5.7% | -0.9% |
| 3M | +3.8% | -15.9% | +19.6% | +4.9% |
| 6M | +10.3% | +12.7% | -2.5% | +7.6% |
| YTD | +12.1% | +72.8% | -60.7% | +5.6% |
| 1Y | +18.6% | +122.9% | -104.3% | +9.9% |
| All | +18.6% | +128.3% | -109.6% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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