+235.7%
DIA vs ALB
+32.4%
+203.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | +2.1% | -5.8% | +7.9% | +3.1% |
| 30D | +1.5% | -4.5% | +6.0% | +2.2% |
| 3M | -2.4% | -28.1% | +25.7% | +2.8% |
| 6M | +6.0% | -53.2% | +59.1% | +19.7% |
| YTD | +10.1% | -33.3% | +43.4% | +15.0% |
| 1Y | +11.8% | -17.4% | +29.2% | +12.0% |
| 3Y | +59.7% | -14.1% | +73.8% | +47.8% |
| 5Y | +57.9% | -64.0% | +121.9% | +69.5% |
| All | +235.7% | +32.4% | +203.3% | +128.8% |
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