+21.5%
DIA vs FIG
-73.2%
+94.8%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.7% | +4.5% | -1.0% |
| 7D | +0.1% | -16.4% | +16.4% | +0.4% |
| 30D | -2.1% | -2.3% | +0.3% | -2.1% |
| 3M | +4.2% | +7.8% | -3.7% | +3.9% |
| 6M | +11.9% | -21.8% | +33.7% | +12.4% |
| YTD | +10.8% | -39.1% | +49.9% | +11.7% |
| 1Y | +17.5% | -56.6% | +74.2% | +19.2% |
| All | +21.5% | -73.2% | +94.8% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling