+12.1%
DIA vs F
-2.1%
+14.2%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.5% | +2.1% |
| 7D | +0.8% | -0.6% | +1.4% | +0.9% |
| 30D | +1.4% | +2.9% | -1.5% | +1.0% |
| 3M | -2.7% | -9.5% | +6.8% | -1.4% |
| 6M | +6.2% | +4.0% | +2.2% | +4.2% |
| YTD | +10.1% | -1.3% | +11.4% | +7.7% |
| All | +12.1% | -2.1% | +14.2% | +9.5% |
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