+249.2%
DIA vs FIX
+5,885.7%
-5,636.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.9% |
| 7D | -0.2% | +6.0% | -6.2% | -1.4% |
| 30D | -1.5% | -7.2% | +5.7% | -0.2% |
| 3M | +3.8% | -15.9% | +19.6% | +6.5% |
| 6M | +10.3% | +12.7% | -2.5% | +5.1% |
| YTD | +12.1% | +72.8% | -60.7% | -3.7% |
| 1Y | +18.6% | +122.9% | -104.3% | -5.2% |
| 3Y | +60.6% | +774.3% | -713.7% | -17.1% |
| 5Y | +64.4% | +2,049.5% | -1,985.1% | -37.0% |
| All | +249.2% | +5,885.7% | -5,636.5% | +1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling