+1,129.1%
DIA vs FLEX
+3,396.4%
-2,267.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.8% |
| 7D | -0.2% | -0.9% | +0.7% | 0.0% |
| 30D | -1.5% | -10.1% | +8.6% | +0.2% |
| 3M | +3.8% | -31.3% | +35.1% | +9.8% |
| 6M | +10.3% | +71.3% | -61.0% | -3.4% |
| YTD | +12.1% | +81.2% | -69.2% | -3.2% |
| 1Y | +18.6% | +98.5% | -79.9% | +0.2% |
| 3Y | +60.6% | +428.2% | -367.6% | +10.2% |
| 5Y | +64.4% | +657.3% | -592.8% | +4.1% |
| 10Y | +250.1% | +995.9% | -745.8% | +94.8% |
| All | +1,129.1% | +3,396.4% | -2,267.3% | +311.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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