+251.0%
DIA vs ALB
+80.1%
+171.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.3% |
| 7D | -1.2% | -8.6% | +7.4% | +0.2% |
| 30D | -2.7% | -4.0% | +1.4% | -2.2% |
| 3M | +3.3% | -17.4% | +20.7% | +6.2% |
| 6M | +10.4% | -25.4% | +35.8% | +14.5% |
| YTD | +10.0% | -10.5% | +20.5% | +9.5% |
| 1Y | +16.2% | +75.8% | -59.7% | +0.9% |
| 3Y | +58.7% | -28.5% | +87.3% | +55.3% |
| 5Y | +63.6% | -45.1% | +108.7% | +61.4% |
| 10Y | +251.0% | +87.3% | +163.7% | +120.6% |
| All | +251.0% | +80.1% | +171.0% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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