+18.6%
DIA vs FIG
-56.9%
+75.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.8% | -0.4% |
| 7D | -0.2% | -16.3% | +16.1% | +0.4% |
| 30D | -1.5% | -14.3% | +12.8% | -1.1% |
| 3M | +3.8% | +7.2% | -3.4% | +3.3% |
| 6M | +10.3% | -18.6% | +28.9% | +11.3% |
| YTD | +12.1% | -35.5% | +47.5% | +14.7% |
| 1Y | +18.6% | -55.8% | +74.4% | +23.9% |
| All | +18.6% | -56.9% | +75.5% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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