+18.6%
DIA vs F
+31.3%
-12.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.7% |
| 7D | -0.2% | +5.3% | -5.5% | -0.9% |
| 30D | -1.5% | +4.6% | -6.1% | -2.2% |
| 3M | +3.8% | -3.7% | +7.4% | +4.1% |
| 6M | +10.3% | +16.8% | -6.6% | +6.7% |
| YTD | +12.1% | +15.3% | -3.2% | +8.6% |
| 1Y | +18.6% | +31.0% | -12.4% | +12.2% |
| All | +18.6% | +31.3% | -12.7% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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