+60.1%
DIA vs USFR
+14.3%
+45.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +1.3% | +0.4% | +0.9% | +1.2% |
| 3M | -2.1% | +1.1% | -3.1% | -2.5% |
| 6M | +6.2% | +2.1% | +4.2% | +5.3% |
| YTD | +10.3% | +3.4% | +6.9% | +6.8% |
| 1Y | +11.0% | +4.1% | +6.9% | +5.8% |
| All | +60.1% | +14.3% | +45.8% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling