+235.9%
DIA vs ALL
+372.0%
-136.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -1.5% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | +1.1% | +13.8% | -12.7% | -4.1% |
| 3M | -2.9% | -2.8% | -0.1% | -2.2% |
| 6M | +5.9% | +23.7% | -17.8% | -4.2% |
| YTD | +9.8% | +27.3% | -17.5% | -2.4% |
| 1Y | +11.7% | +30.5% | -18.8% | -1.9% |
| 3Y | +59.5% | +113.0% | -53.5% | +8.6% |
| 5Y | +57.5% | +157.6% | -100.0% | -6.9% |
| 10Y | +235.9% | +368.4% | -132.5% | +54.7% |
| All | +235.9% | +372.0% | -136.1% | +54.7% |
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