+249.0%
DIA vs B
+189.6%
+59.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.3% |
| 7D | -0.2% | -1.6% | +1.4% | -0.1% |
| 30D | -1.5% | +9.4% | -11.0% | -2.4% |
| 3M | +3.8% | +5.0% | -1.2% | +3.1% |
| 6M | +10.3% | -3.5% | +13.8% | +10.1% |
| YTD | +12.1% | +4.5% | +7.6% | +10.9% |
| 1Y | +18.6% | +67.8% | -49.1% | +12.4% |
| 3Y | +60.6% | +196.7% | -136.1% | +43.8% |
| 5Y | +64.3% | +151.9% | -87.6% | +47.5% |
| All | +249.0% | +189.6% | +59.4% | +212.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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