+1,081.8%
DIA vs B
+259.0%
+822.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -0.9% | +9.6% | -10.5% | -1.5% |
| 30D | +0.3% | +3.5% | -3.3% | 0.0% |
| 3M | -4.5% | -1.6% | -2.9% | -4.5% |
| 6M | +3.4% | -1.7% | +5.0% | +3.2% |
| YTD | +7.8% | -5.3% | +13.1% | +7.6% |
| 1Y | +10.7% | +27.2% | -16.5% | +8.5% |
| 3Y | +57.5% | +166.1% | -108.6% | +46.4% |
| 5Y | +53.7% | +136.5% | -82.8% | +43.0% |
| 10Y | +247.2% | +172.2% | +75.0% | +215.9% |
| All | +1,081.8% | +259.0% | +822.8% | +937.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling