+1,129.1%
DIA vs FIX
+10,556.6%
-9,427.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.8% |
| 7D | -0.2% | +6.0% | -6.2% | -1.1% |
| 30D | -1.5% | -7.2% | +5.7% | -0.5% |
| 3M | +3.8% | -15.9% | +19.6% | +5.8% |
| 6M | +10.3% | +12.7% | -2.5% | +6.6% |
| YTD | +12.1% | +72.8% | -60.7% | +0.6% |
| 1Y | +18.6% | +122.9% | -104.3% | +1.3% |
| 3Y | +60.6% | +774.3% | -713.7% | +4.5% |
| 5Y | +64.4% | +2,049.5% | -1,985.1% | -9.2% |
| 10Y | +250.1% | +5,821.5% | -5,571.4% | +59.5% |
| All | +1,129.1% | +10,556.6% | -9,427.5% | +334.5% |
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