+235.7%
DIA vs USFR
+28.6%
+207.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.1% | +0.1% | +2.1% | +2.1% |
| 30D | +1.5% | +0.4% | +1.1% | +1.3% |
| 3M | -2.4% | +1.1% | -3.5% | -2.8% |
| 6M | +6.0% | +2.0% | +3.9% | +5.1% |
| YTD | +10.1% | +3.5% | +6.6% | +8.5% |
| 1Y | +11.8% | +4.1% | +7.7% | +9.9% |
| 3Y | +59.7% | +14.4% | +45.4% | +50.7% |
| 5Y | +57.9% | +21.4% | +36.5% | +45.0% |
| All | +235.7% | +28.6% | +207.1% | +204.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling