+59.3%
DIA vs BB
+154.6%
-95.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +0.9% | +11.6% | -10.7% | 0.0% |
| 30D | +1.1% | +2.6% | -1.5% | +0.7% |
| 3M | -2.9% | +3.5% | -6.4% | -3.5% |
| 6M | +5.9% | +43.5% | -37.6% | +1.3% |
| YTD | +9.8% | +141.2% | -131.4% | -0.3% |
| 1Y | +11.7% | +97.4% | -85.7% | +3.1% |
| All | +59.3% | +154.6% | -95.3% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling