+16.2%
DIA vs FIG
-58.0%
+74.2%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.5% | -0.6% |
| 7D | -1.2% | -14.5% | +13.2% | -0.7% |
| 30D | -2.7% | -13.3% | +10.6% | -2.3% |
| 3M | +3.3% | +7.4% | -4.1% | +2.8% |
| 6M | +10.4% | -27.8% | +38.2% | +12.0% |
| YTD | +10.0% | -41.1% | +51.1% | +12.9% |
| 1Y | +16.2% | -58.7% | +74.9% | +21.7% |
| All | +16.2% | -58.0% | +74.2% | +21.7% |
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