+235.7%
DIA vs FIX
+3,564.5%
-3,328.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | +2.1% | +9.4% | -7.3% | +0.1% |
| 30D | +1.5% | -27.8% | +29.3% | +7.5% |
| 3M | -2.4% | -35.6% | +33.1% | +5.4% |
| 6M | +6.0% | -45.2% | +51.2% | +17.4% |
| YTD | +10.1% | +19.5% | -9.4% | +0.6% |
| 1Y | +11.8% | +24.2% | -12.4% | +0.8% |
| 3Y | +59.7% | +494.2% | -434.4% | -12.5% |
| 5Y | +57.9% | +1,036.1% | -978.3% | -31.4% |
| All | +235.7% | +3,564.5% | -3,328.9% | +1.2% |
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