+1,002.1%
DIA vs AU
+789.2%
+212.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.4% | -0.8% |
| 7D | -1.2% | +0.6% | -1.9% | -1.3% |
| 30D | -2.7% | +12.3% | -15.0% | -3.5% |
| 3M | +3.3% | +29.4% | -26.1% | +1.4% |
| 6M | +10.4% | +3.2% | +7.2% | +9.6% |
| YTD | +10.0% | +31.8% | -21.8% | +7.3% |
| 1Y | +16.2% | +83.4% | -67.2% | +10.8% |
| 3Y | +58.7% | +623.1% | -564.4% | +37.1% |
| 5Y | +63.6% | +700.5% | -636.9% | +38.7% |
| 10Y | +251.0% | +717.6% | -466.5% | +186.7% |
| All | +1,002.1% | +789.2% | +212.9% | +777.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 all: compounded portfolio wealth divided by compounded AU 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…
all analysis · Full analysis span regression · 6 months rolling