+1,129.1%
DIA vs BAX
+219.5%
+909.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | -0.2% | -1.1% | +1.0% | +0.1% |
| 30D | -1.5% | -5.5% | +3.9% | 0.0% |
| 3M | +3.8% | +33.5% | -29.8% | -5.3% |
| 6M | +10.3% | +35.9% | -25.6% | -0.4% |
| YTD | +12.1% | +35.4% | -23.3% | +0.4% |
| 1Y | +18.6% | +9.8% | +8.9% | +12.2% |
| 3Y | +60.6% | -32.7% | +93.4% | +70.4% |
| 5Y | +64.4% | -65.6% | +130.0% | +112.1% |
| 10Y | +250.1% | -34.9% | +285.0% | +265.5% |
| All | +1,129.1% | +219.5% | +909.6% | +655.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling