+12.1%
DIA vs FDS
+26.9%
-14.9%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.2% |
| 7D | +0.8% | -5.0% | +5.7% | +0.9% |
| 30D | +1.4% | +13.8% | -12.3% | +1.0% |
| 3M | -2.7% | +14.8% | -17.5% | -3.1% |
| 6M | +6.2% | +47.4% | -41.2% | +5.1% |
| YTD | +10.1% | +14.2% | -4.0% | +11.3% |
| All | +12.1% | +26.9% | -14.9% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling