+220.1%
C vs DIA
+248.4%
-28.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | -0.6% |
| 7D | -0.9% | +0.8% | -1.7% | -2.1% |
| 30D | -5.4% | +1.4% | -6.8% | -7.3% |
| 3M | -9.2% | -2.7% | -6.5% | -5.6% |
| 6M | -1.8% | +6.2% | -8.0% | -9.7% |
| YTD | +6.7% | +10.1% | -3.4% | -6.4% |
| 1Y | +23.5% | +13.0% | +10.5% | +4.5% |
| 3Y | +219.8% | +61.9% | +157.9% | +65.6% |
| 5Y | +112.4% | +57.1% | +55.3% | +15.1% |
| 10Y | +220.1% | +240.9% | -20.8% | -49.8% |
| All | +220.1% | +248.4% | -28.3% | -49.8% |
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