+240.9%
DIA vs FIX
+4,032.2%
-3,791.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.4% | -7.2% | +0.2% |
| 7D | +0.8% | -7.2% | +8.0% | +1.6% |
| 30D | +1.4% | -35.1% | +36.5% | +9.9% |
| 3M | -2.7% | -34.3% | +31.6% | +4.6% |
| 6M | +6.2% | -42.9% | +49.1% | +16.6% |
| YTD | +10.1% | +19.5% | -9.3% | +0.6% |
| 1Y | +13.0% | +16.8% | -3.8% | +3.4% |
| 3Y | +61.9% | +506.7% | -444.8% | -11.9% |
| 5Y | +57.1% | +1,046.7% | -989.6% | -31.9% |
| 10Y | +240.9% | +3,800.0% | -3,559.1% | +1.7% |
| All | +240.9% | +4,032.2% | -3,791.3% | +1.7% |
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