+1,086.5%
DIA vs FIX
+6,285.6%
-5,199.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -11.6% | +8.0% | -1.7% |
| 7D | -1.6% | -27.2% | +25.6% | +3.1% |
| 30D | 0.0% | -46.9% | +46.9% | +9.9% |
| 3M | -4.9% | -44.4% | +39.5% | +3.3% |
| 6M | +5.0% | -50.9% | +56.0% | +15.6% |
| YTD | +8.2% | +3.5% | +4.7% | +4.5% |
| 1Y | +10.3% | -2.1% | +12.4% | +7.2% |
| 3Y | +58.4% | +418.7% | -360.4% | +11.3% |
| 5Y | +54.3% | +894.6% | -840.2% | -4.2% |
| 10Y | +248.6% | +3,465.5% | -3,216.9% | +71.1% |
| All | +1,086.5% | +6,285.6% | -5,199.1% | +351.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling