+218.3%
C vs DIA
+238.0%
-19.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +0.8% |
| 7D | -0.4% | -1.6% | +1.2% | +2.0% |
| 30D | -5.3% | +1.3% | -6.6% | -7.1% |
| 3M | -8.0% | -2.1% | -5.9% | -5.2% |
| 6M | -0.3% | +6.2% | -6.5% | -8.3% |
| YTD | +8.6% | +10.3% | -1.7% | -4.9% |
| 1Y | +25.8% | +11.0% | +14.8% | +9.3% |
| 3Y | +221.2% | +60.4% | +160.8% | +68.6% |
| 5Y | +113.6% | +59.1% | +54.5% | +13.7% |
| 10Y | +218.3% | +237.1% | -18.7% | -45.7% |
| All | +218.3% | +238.0% | -19.7% | -45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling