+1,002.9%
DIA vs AU
+607.0%
+396.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | +2.1% | -7.2% | +9.3% | +2.6% |
| 30D | +1.5% | -2.9% | +4.4% | +1.6% |
| 3M | -2.4% | -8.7% | +6.2% | -2.1% |
| 6M | +6.0% | -14.1% | +20.1% | +6.5% |
| YTD | +10.1% | +4.8% | +5.3% | +8.8% |
| 1Y | +11.8% | +11.9% | -0.1% | +10.0% |
| 3Y | +59.7% | +513.8% | -454.1% | +39.4% |
| 5Y | +57.9% | +379.3% | -321.4% | +38.1% |
| 10Y | +236.2% | +837.1% | -600.8% | +171.8% |
| All | +1,002.9% | +607.0% | +396.0% | +789.7% |
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