+10.7%
DIA vs FIX
+3.4%
+7.4%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.8% | -0.8% |
| 7D | -0.9% | -17.5% | +16.5% | +0.1% |
| 30D | +0.3% | -41.6% | +41.8% | +4.4% |
| 3M | -4.5% | -40.6% | +36.1% | -0.9% |
| 6M | +3.4% | -49.4% | +52.7% | +8.5% |
| YTD | +7.8% | +9.2% | -1.4% | +3.7% |
| 1Y | +10.7% | +6.5% | +4.3% | +6.7% |
| All | +10.7% | +3.4% | +7.4% | +6.7% |
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 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