+20.4%
DIA vs FIG
-78.1%
+98.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | -0.2% |
| 7D | +0.9% | -11.4% | +12.3% | +1.3% |
| 30D | +1.1% | -17.2% | +18.3% | +1.6% |
| 3M | -2.9% | -26.6% | +23.7% | -2.2% |
| 6M | +5.9% | -9.8% | +15.7% | +6.0% |
| YTD | +9.8% | -50.1% | +59.9% | +11.3% |
| 1Y | +11.7% | -58.1% | +69.8% | +13.5% |
| All | +20.4% | -78.1% | +98.5% | +22.2% |
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