+237.1%
DIA vs BAX
-35.7%
+272.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -1.6% | -0.6% | -1.0% | -1.5% |
| 30D | +1.3% | +6.3% | -5.0% | -0.6% |
| 3M | -2.1% | -4.6% | +2.5% | -1.2% |
| 6M | +6.2% | +50.4% | -44.2% | -6.1% |
| YTD | +10.3% | +38.0% | -27.7% | -1.4% |
| 1Y | +11.0% | +44.6% | -33.6% | -2.4% |
| 3Y | +60.4% | -15.1% | +75.5% | +58.6% |
| 5Y | +59.1% | -63.3% | +122.4% | +114.8% |
| 10Y | +237.1% | -34.4% | +271.4% | +299.1% |
| All | +237.1% | -35.7% | +272.8% | +299.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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