+7.8%
C vs DIA
+1,144.9%
-1,137.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.5% |
| 7D | +3.6% | -0.2% | +3.8% | +3.9% |
| 30D | +0.1% | -1.5% | +1.6% | +2.6% |
| 3M | +2.4% | +3.8% | -1.3% | -3.4% |
| 6M | +24.9% | +10.3% | +14.7% | +7.1% |
| YTD | +19.8% | +12.1% | +7.7% | +0.4% |
| 1Y | +44.9% | +18.6% | +26.2% | +10.9% |
| 3Y | +263.0% | +60.6% | +202.3% | +73.1% |
| 5Y | +129.5% | +64.4% | +65.1% | +4.7% |
| 10Y | +291.6% | +250.1% | +41.5% | -46.4% |
| All | +7.8% | +1,144.9% | -1,137.1% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling