+57.3%
DIA vs AUR
+81.4%
-24.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.5% |
| 7D | -3.0% | +0.2% | -3.2% | -3.0% |
| 30D | -3.0% | -8.9% | +5.9% | -2.5% |
| 3M | +4.5% | +4.6% | -0.1% | +3.9% |
| 6M | +9.8% | +44.9% | -35.1% | +6.4% |
| YTD | +9.3% | +64.8% | -55.5% | +4.9% |
| 1Y | +16.0% | +16.4% | -0.4% | +13.3% |
| All | +57.3% | +81.4% | -24.0% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 3y: compounded portfolio wealth divided by compounded AUR 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…
3y analysis · Full analysis span regression · 6 months rolling