+57.7%
DIA vs FIX
+1,054.8%
-997.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | 0.0% |
| 7D | +1.6% | +16.9% | -15.3% | -0.7% |
| 30D | +1.2% | -30.6% | +31.9% | +5.9% |
| 3M | -2.4% | -35.1% | +32.7% | +2.8% |
| 6M | +5.7% | -44.0% | +49.7% | +13.1% |
| YTD | +9.9% | +21.0% | -11.1% | +2.9% |
| 1Y | +9.8% | +16.2% | -6.3% | +3.2% |
| 3Y | +59.8% | +506.9% | -447.1% | -0.5% |
| 5Y | +57.7% | +1,051.1% | -993.4% | -23.4% |
| All | +57.7% | +1,054.8% | -997.1% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling