+16.7%
DIA vs BAX
+0.1%
+16.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.5% |
| 7D | -1.2% | -5.1% | +3.9% | -0.6% |
| 30D | -2.7% | -12.2% | +9.5% | -1.1% |
| 3M | +3.3% | +21.8% | -18.5% | +0.5% |
| 6M | +10.4% | +36.3% | -25.9% | +5.4% |
| YTD | +10.0% | +27.8% | -17.8% | +5.2% |
| All | +16.7% | +0.1% | +16.6% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling