+251.0%
DIA vs BB
+2.1%
+248.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | -1.2% | +1.8% | -3.1% | -1.4% |
| 30D | -2.7% | -12.2% | +9.5% | -1.5% |
| 3M | +3.3% | -12.3% | +15.6% | +3.8% |
| 6M | +10.4% | +122.7% | -112.3% | -0.1% |
| YTD | +10.0% | +104.5% | -94.5% | +0.3% |
| 1Y | +16.2% | +106.7% | -90.5% | +5.4% |
| 3Y | +58.7% | +70.0% | -11.2% | +42.2% |
| 5Y | +63.6% | -27.8% | +91.3% | +55.9% |
| 10Y | +251.0% | +2.4% | +248.7% | +164.4% |
| All | +251.0% | +2.1% | +248.9% | +164.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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