+237.1%
DIA vs ACWI
+227.3%
+9.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | -0.6% |
| 7D | -1.6% | -0.7% | -1.0% | -1.0% |
| 30D | +1.3% | -2.0% | +3.3% | +3.2% |
| 3M | -2.1% | -2.2% | +0.1% | -0.1% |
| 6M | +6.2% | +1.9% | +4.4% | +4.1% |
| YTD | +10.3% | +12.0% | -1.6% | -1.5% |
| 1Y | +11.0% | +12.5% | -1.5% | -1.4% |
| 3Y | +60.4% | +75.4% | -15.0% | -8.1% |
| 5Y | +59.1% | +61.5% | -2.4% | -1.5% |
| 10Y | +237.1% | +227.1% | +9.9% | +7.2% |
| All | +237.1% | +227.3% | +9.7% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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