+1,103.7%
DIA vs FLEX
+2,329.4%
-1,225.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.2% |
| 7D | +0.9% | -13.6% | +14.5% | +3.1% |
| 30D | +1.1% | -36.5% | +37.6% | +8.4% |
| 3M | -2.9% | -36.4% | +33.6% | +3.7% |
| 6M | +5.9% | -46.5% | +52.4% | +15.2% |
| YTD | +9.8% | +25.9% | -16.2% | -0.2% |
| 1Y | +11.7% | +19.6% | -7.8% | +2.3% |
| 3Y | +59.5% | +287.0% | -227.5% | +14.5% |
| 5Y | +57.5% | +466.6% | -409.1% | +3.8% |
| 10Y | +235.9% | +626.9% | -391.0% | +98.4% |
| All | +1,103.7% | +2,329.4% | -1,225.7% | +324.5% |
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