+235.7%
DIA vs ALL
+377.9%
-142.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +2.1% | +5.0% | -2.9% | +0.1% |
| 30D | +1.5% | +13.3% | -11.8% | -3.6% |
| 3M | -2.4% | +3.2% | -5.6% | -4.0% |
| 6M | +6.0% | +25.3% | -19.4% | -4.6% |
| YTD | +10.1% | +30.5% | -20.4% | -3.1% |
| 1Y | +11.8% | +29.2% | -17.4% | -1.3% |
| 3Y | +59.7% | +119.1% | -59.4% | +7.5% |
| 5Y | +57.9% | +162.6% | -104.7% | -7.4% |
| All | +235.7% | +377.9% | -142.2% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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