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Correlation
of values
+54%
In sync
of periods
50%
History
daysdays · through 2026-07-06
2,493
These move in the same direction about 50% of the time
Their swing sizes loosely line up (~29% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Both lines start at the same point — easy to compare when growth rates are similar.
Advanced
Statistics
In sync(i)
50%
Headline metric
Movement correlation(i)
+54%
Based on values
95% CI
N/A
Pipeline
Pipeline Summary
2,493 paired data points survived the daily window.
Raw input
5,880
2,512
Normalized
5,880
2,512
Prepared
5,880
2,512
Aligned
2,493
2,493
Invalid removed
Likely range
R²(i)
29%
Variance explained
Significance
N/A
Statistical confidence
Data points(i)
2,493
Deep
Time-Shifted Correlation
See how correlation changes when one series is offset in time. A taller bar at a non-zero shift means the two move together better when one leads the other — that's a potential lead/lag signal.
Correlation by shift
Click a bar to inspect. Range: -6 to 6 days.
Selected shift
No shift
Correlation at this shift
+54%
No shift — both series at their actual dates.
2,493 overlapping points at this shift
Baseline
+54%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+54%
A non-zero peak suggests one series lines up better when shifted against the other.
Stability
How the correlation evolves over time. A stable line means the relationship is reliable; large swings signal regime-dependent behavior.
Do They Crash Together?
How these series behave when markets are rising, falling, or diverging. A correlation that holds in drawdowns is very different from one that only works in rallies.
Both Rising
N/A
4 periods · Return correlation when both series rose
Both Falling
+12%
12 periods · Return correlation when both series fell
Diverging
-78%
20 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
3,406
A: 3387 / B: 19
Series A
10Y Real Yield
DFII10
FRED · 5,880 raw → 5,880 prepared
Series B
Dow Jones Industrial Average
DJIA
FRED · 2,512 raw → 2,512 prepared
Sign agreement
77.2%
How often both values share the same sign.
Zero crossings
21
Estimated crossover points between normalized spreads.
Slope
4368.6465
Linear regression slope.
Intercept
28808.2349
Linear regression intercept.
Saved 3 months ago · ID: fred-dfii10_fred-djia_daily_5y