+337.2%
DIA vs USFR
+28.6%
+308.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +1.2% | +0.4% | +0.9% | +1.1% |
| 3M | -2.4% | +1.0% | -3.4% | -2.7% |
| 6M | +5.7% | +2.0% | +3.6% | +5.1% |
| YTD | +9.9% | +3.4% | +6.5% | +8.9% |
| 1Y | +9.8% | +4.1% | +5.7% | +8.5% |
| 3Y | +59.8% | +14.4% | +45.4% | +53.6% |
| 5Y | +57.7% | +21.4% | +36.3% | +49.0% |
| 10Y | +235.8% | +28.5% | +207.3% | +212.8% |
| All | +337.2% | +28.6% | +308.6% | +301.9% |
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