+240.9%
DIA vs BAH
+218.8%
+22.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.8% |
| 7D | +0.8% | -1.5% | +2.3% | +1.1% |
| 30D | +1.4% | +17.3% | -15.8% | -2.3% |
| 3M | -2.7% | +14.9% | -17.6% | -6.1% |
| 6M | +6.2% | +14.2% | -8.0% | +2.1% |
| YTD | +10.1% | +5.1% | +5.0% | +6.8% |
| 1Y | +13.0% | +2.1% | +10.9% | +10.2% |
| 3Y | +61.9% | -26.0% | +87.9% | +64.1% |
| 5Y | +57.1% | +9.0% | +48.1% | +36.0% |
| 10Y | +240.9% | +208.8% | +32.1% | +129.0% |
| All | +240.9% | +218.8% | +22.1% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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