+742.8%
DIA vs FFIV
+5,965.2%
-5,222.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -0.9% | -8.1% | +7.2% | 0.0% |
| 30D | +0.3% | -33.4% | +33.6% | +4.7% |
| 3M | -4.5% | -24.7% | +20.2% | -1.8% |
| 6M | +3.4% | -8.8% | +12.2% | +3.8% |
| YTD | +7.8% | +21.8% | -14.0% | +4.4% |
| 1Y | +10.7% | +25.3% | -14.5% | +6.8% |
| 3Y | +57.5% | +101.2% | -43.6% | +43.2% |
| 5Y | +53.7% | +40.2% | +13.5% | +44.7% |
| 10Y | +247.2% | +129.0% | +118.2% | +207.5% |
| All | +742.8% | +5,965.2% | -5,222.4% | +411.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 all: compounded portfolio wealth divided by compounded FFIV 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…
all analysis · Full analysis span regression · 6 months rolling