+105.9%
C vs DIA
+53.0%
+52.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.0% |
| 7D | -2.4% | -0.9% | -1.4% | -1.2% |
| 30D | -6.0% | +0.3% | -6.2% | -6.3% |
| 3M | -10.5% | -4.5% | -6.0% | -4.7% |
| 6M | -5.7% | +3.4% | -9.1% | -9.7% |
| YTD | +4.1% | +7.8% | -3.6% | -5.3% |
| 1Y | +20.5% | +10.7% | +9.7% | +5.7% |
| 3Y | +208.1% | +57.5% | +150.6% | +76.0% |
| All | +105.9% | +53.0% | +52.9% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling