+754.1%
DIA vs A
+457.0%
+297.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -0.2% | -1.9% | +1.8% | +0.3% |
| 30D | -1.5% | +6.9% | -8.4% | -3.2% |
| 3M | +3.8% | +9.2% | -5.5% | +1.3% |
| 6M | +10.3% | +25.7% | -15.4% | +3.6% |
| YTD | +12.1% | +11.5% | +0.6% | +8.2% |
| 1Y | +18.6% | +18.4% | +0.3% | +12.7% |
| 3Y | +60.6% | +26.6% | +34.0% | +48.0% |
| 5Y | +64.4% | -12.8% | +77.2% | +63.3% |
| 10Y | +250.1% | +247.2% | +2.9% | +153.9% |
| All | +754.1% | +457.0% | +297.0% | +359.9% |
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