+59.5%
DIA vs F
+45.7%
+13.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.1% |
| 7D | +1.6% | -3.9% | +5.5% | +2.3% |
| 30D | +1.2% | -0.5% | +1.7% | +1.3% |
| 3M | -2.4% | -12.9% | +10.5% | -0.1% |
| 6M | +5.7% | +1.5% | +4.1% | +4.2% |
| YTD | +9.9% | -5.0% | +14.9% | +9.5% |
| 1Y | +9.8% | -7.3% | +17.2% | +9.9% |
| All | +59.5% | +45.7% | +13.8% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling