+795.7%
DIA vs FLR
+603.8%
+191.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.1% |
| 7D | -0.2% | +5.4% | -5.6% | -1.3% |
| 30D | -1.5% | +11.4% | -12.9% | -4.1% |
| 3M | +3.8% | +11.4% | -7.6% | +0.6% |
| 6M | +10.3% | +16.6% | -6.4% | +5.2% |
| YTD | +12.1% | +41.7% | -29.6% | +2.5% |
| 1Y | +18.6% | +35.4% | -16.8% | +9.0% |
| 3Y | +60.6% | +57.3% | +3.3% | +37.1% |
| 5Y | +64.4% | +241.0% | -176.6% | +15.1% |
| 10Y | +250.1% | +16.6% | +233.5% | +164.2% |
| All | +795.7% | +603.8% | +191.9% | +281.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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