+564.8%
DIA vs BAH
+886.2%
-321.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.2% |
| 7D | -0.2% | -3.2% | +3.1% | +0.5% |
| 30D | -1.5% | +2.0% | -3.5% | -2.1% |
| 3M | +3.8% | -7.6% | +11.4% | +5.1% |
| 6M | +10.3% | -5.7% | +15.9% | +10.6% |
| YTD | +12.1% | -11.7% | +23.8% | +13.4% |
| 1Y | +18.6% | -27.4% | +46.0% | +25.2% |
| 3Y | +60.6% | -32.5% | +93.2% | +66.3% |
| 5Y | +64.4% | -3.3% | +67.8% | +51.6% |
| 10Y | +250.1% | +186.0% | +64.1% | +148.6% |
| All | +564.8% | +886.2% | -321.4% | +246.2% |
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