+779.6%
DIA vs FLR
+513.8%
+265.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +2.1% | +5.4% | -3.2% | +1.0% |
| 30D | +1.5% | +2.8% | -1.4% | +0.7% |
| 3M | -2.4% | -6.4% | +4.0% | -1.5% |
| 6M | +6.0% | +8.8% | -2.8% | +2.8% |
| YTD | +10.1% | +23.6% | -13.5% | +3.2% |
| 1Y | +11.8% | +13.8% | -2.0% | +6.4% |
| 3Y | +59.7% | +36.5% | +23.2% | +40.2% |
| 5Y | +57.9% | +119.3% | -61.5% | +21.5% |
| 10Y | +236.2% | +8.0% | +228.3% | +157.2% |
| All | +779.6% | +513.8% | +265.8% | +284.3% |
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