+235.7%
DIA vs AR
+57.4%
+178.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +2.1% | +7.4% | -5.2% | +1.5% |
| 30D | +1.5% | +5.8% | -4.3% | +0.9% |
| 3M | -2.4% | +5.2% | -7.6% | -3.1% |
| 6M | +6.0% | +5.4% | +0.5% | +5.1% |
| YTD | +10.1% | +12.4% | -2.3% | +8.1% |
| 1Y | +11.8% | +12.8% | -1.0% | +9.6% |
| 3Y | +59.7% | +47.2% | +12.5% | +50.5% |
| 5Y | +57.9% | +101.1% | -43.3% | +41.5% |
| All | +235.7% | +57.4% | +178.3% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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