+240.9%
DIA vs ALB
+38.2%
+202.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +0.8% | +9.5% | -8.7% | -0.8% |
| 30D | +1.4% | -2.1% | +3.5% | +1.7% |
| 3M | -2.7% | -24.1% | +21.5% | +1.6% |
| 6M | +6.2% | -51.0% | +57.2% | +19.0% |
| YTD | +10.1% | -29.3% | +39.4% | +13.9% |
| 1Y | +13.0% | +3.2% | +9.8% | +8.6% |
| 3Y | +61.9% | -9.3% | +71.2% | +48.4% |
| 5Y | +57.1% | -61.6% | +118.7% | +66.7% |
| 10Y | +240.9% | +40.8% | +200.1% | +130.8% |
| All | +240.9% | +38.2% | +202.7% | +130.8% |
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