+53.3%
DIA vs A
+15.4%
+37.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.9% |
| 7D | -0.9% | -0.1% | -0.9% | -0.9% |
| 30D | +0.3% | +3.4% | -3.1% | -0.7% |
| 3M | -4.5% | +23.8% | -28.3% | -10.2% |
| 6M | +3.4% | +49.0% | -45.6% | -8.4% |
| YTD | +7.8% | +29.4% | -21.6% | -0.6% |
| 1Y | +10.7% | +19.4% | -8.6% | +4.6% |
| 3Y | +57.5% | +66.2% | -8.7% | +29.9% |
| All | +53.3% | +15.4% | +37.9% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling