+251.0%
DIA vs A
+236.6%
+14.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | -1.2% | -4.4% | +3.2% | +0.4% |
| 30D | -2.7% | -2.7% | 0.0% | -1.8% |
| 3M | +3.3% | +7.0% | -3.8% | +0.1% |
| 6M | +10.4% | +24.6% | -14.2% | -0.1% |
| YTD | +10.0% | +7.0% | +3.0% | +5.5% |
| 1Y | +16.2% | +15.6% | +0.6% | +7.5% |
| 3Y | +58.7% | +29.9% | +28.8% | +34.5% |
| 5Y | +63.6% | -15.4% | +78.9% | +65.2% |
| 10Y | +251.0% | +248.9% | +2.2% | +86.1% |
| All | +251.0% | +236.6% | +14.4% | +86.1% |
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