+920.0%
DIA vs BB
+258.8%
+661.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.2% | -5.6% | +5.5% | +0.4% |
| 30D | -1.5% | -11.8% | +10.3% | -0.5% |
| 3M | +3.8% | -25.5% | +29.3% | +5.9% |
| 6M | +10.3% | +121.3% | -111.0% | +0.8% |
| YTD | +12.1% | +103.2% | -91.1% | +3.3% |
| 1Y | +18.6% | +102.6% | -84.0% | +8.9% |
| 3Y | +60.6% | +37.5% | +23.1% | +48.4% |
| 5Y | +64.4% | -30.4% | +94.9% | +58.4% |
| 10Y | +250.1% | 0.0% | +250.1% | +195.8% |
| All | +920.0% | +258.8% | +661.2% | +545.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling