+55.3%
BE vs DIA
+15.0%
+40.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.1% | -9.5% | -14.3% |
| 7D | -12.1% | +1.6% | -13.7% | -16.1% |
| 30D | -30.1% | +4.1% | -34.2% | -37.3% |
| 3M | -12.1% | -1.0% | -11.1% | -9.3% |
| 6M | -30.6% | +9.7% | -40.2% | -44.3% |
| YTD | +130.6% | +12.2% | +118.5% | +65.5% |
| 1Y | +55.3% | +14.9% | +40.4% | +4.2% |
| All | +55.3% | +15.0% | +40.3% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 1y: compounded portfolio wealth divided by compounded DIA 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…
1y analysis · Full analysis span regression · 6 months rolling