+1,107.4%
DIA vs FLEX
+2,395.8%
-1,288.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +12.0% | -9.9% | 0.0% |
| 7D | +0.8% | -7.2% | +7.9% | +1.6% |
| 30D | +1.4% | -34.8% | +36.2% | +8.3% |
| 3M | -2.7% | -35.6% | +32.9% | +3.7% |
| 6M | +6.2% | -45.0% | +51.2% | +15.0% |
| YTD | +10.1% | +29.4% | -19.3% | -0.3% |
| 1Y | +13.0% | +24.8% | -11.8% | +2.7% |
| 3Y | +61.9% | +304.4% | -242.5% | +15.2% |
| 5Y | +57.1% | +484.1% | -427.0% | +3.0% |
| 10Y | +240.9% | +640.4% | -399.5% | +100.7% |
| All | +1,107.4% | +2,395.8% | -1,288.4% | +323.8% |
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