+736.4%
DIA vs A
+557.8%
+178.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | +0.9% | +1.4% | -0.5% | +0.6% |
| 30D | +1.1% | +4.3% | -3.2% | +0.1% |
| 3M | -2.9% | +19.8% | -22.7% | -7.2% |
| 6M | +5.9% | +54.4% | -48.5% | -5.3% |
| YTD | +9.8% | +31.7% | -21.9% | +1.7% |
| 1Y | +11.7% | +22.4% | -10.7% | +5.3% |
| 3Y | +59.5% | +67.7% | -8.2% | +37.5% |
| 5Y | +57.5% | +15.7% | +41.8% | +46.3% |
| 10Y | +235.9% | +308.7% | -72.8% | +134.2% |
| All | +736.4% | +557.8% | +178.6% | +332.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling