+251.0%
DIA vs FDS
+72.8%
+178.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +0.4% |
| 7D | -1.2% | -8.8% | +7.6% | +1.7% |
| 30D | -2.7% | -1.4% | -1.3% | -2.5% |
| 3M | +3.3% | +13.9% | -10.6% | -2.4% |
| 6M | +10.4% | +27.4% | -17.0% | -1.2% |
| YTD | +10.0% | -2.5% | +12.5% | +8.2% |
| 1Y | +16.2% | -23.8% | +40.0% | +25.4% |
| 3Y | +58.7% | -32.5% | +91.2% | +77.8% |
| 5Y | +63.6% | -23.2% | +86.8% | +68.9% |
| 10Y | +251.0% | +76.4% | +174.6% | +150.6% |
| All | +251.0% | +72.8% | +178.2% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded FDS 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling