+53.5%
BE vs DIA
+10.5%
+42.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +7.9% | +8.9% |
| 7D | +20.0% | -0.2% | +20.2% | +20.6% |
| 30D | +7.9% | -1.5% | +9.4% | +13.1% |
| 3M | -13.2% | +3.8% | -17.0% | -21.7% |
| 6M | +53.5% | +10.3% | +43.2% | +20.1% |
| All | +53.5% | +10.5% | +42.9% | +20.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling