+345.8%
DIA vs USFR
+27.5%
+318.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -0.2% | +0.1% | -0.2% | -0.2% |
| 30D | -1.5% | +0.3% | -1.8% | -1.6% |
| 3M | +3.8% | +1.0% | +2.8% | +3.5% |
| 6M | +10.3% | +1.9% | +8.3% | +9.7% |
| YTD | +12.1% | +2.6% | +9.5% | +11.3% |
| 1Y | +18.6% | +4.0% | +14.6% | +17.3% |
| 3Y | +60.6% | +14.1% | +46.5% | +54.6% |
| 5Y | +64.4% | +20.4% | +44.0% | +55.8% |
| 10Y | +250.1% | +28.0% | +222.1% | +226.6% |
| All | +345.8% | +27.5% | +318.3% | +310.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling