+551.0%
DIA vs BAH
+1,084.3%
-533.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +0.9% | +0.5% | +0.4% | +0.8% |
| 30D | +1.1% | +18.2% | -17.1% | -2.7% |
| 3M | -2.9% | +13.1% | -15.9% | -5.8% |
| 6M | +5.9% | +15.2% | -9.3% | +1.6% |
| YTD | +9.8% | +6.0% | +3.8% | +6.3% |
| 1Y | +11.7% | +3.1% | +8.6% | +8.7% |
| 3Y | +59.5% | -26.2% | +85.7% | +62.6% |
| 5Y | +57.5% | +9.3% | +48.2% | +41.7% |
| 10Y | +235.9% | +212.3% | +23.6% | +133.2% |
| All | +551.0% | +1,084.3% | -533.2% | +224.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling