+235.7%
DIA vs A
+302.9%
-67.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +2.1% | -0.5% | +2.6% | +2.3% |
| 30D | +1.5% | 0.0% | +1.5% | +1.4% |
| 3M | -2.4% | +16.7% | -19.1% | -8.4% |
| 6M | +6.0% | +54.8% | -48.9% | -11.8% |
| YTD | +10.1% | +28.8% | -18.7% | -1.8% |
| 1Y | +11.8% | +19.3% | -7.5% | +2.8% |
| 3Y | +59.7% | +65.5% | -5.8% | +22.8% |
| 5Y | +57.9% | +12.1% | +45.8% | +41.4% |
| All | +235.7% | +302.9% | -67.2% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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