+64.1%
DIA vs AUR
-35.1%
+99.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.9% |
| 7D | -1.6% | +1.4% | -3.0% | -1.6% |
| 30D | -2.0% | -6.4% | +4.4% | -1.8% |
| 3M | +3.6% | +7.7% | -4.1% | +2.9% |
| 6M | +11.5% | +44.5% | -33.0% | +8.3% |
| YTD | +10.4% | +67.4% | -57.1% | +6.0% |
| 1Y | +15.6% | +15.4% | +0.1% | +13.2% |
| 3Y | +58.9% | +94.8% | -36.0% | +45.0% |
| All | +64.1% | -35.1% | +99.2% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling