+247.6%
DIA vs BBY
+252.7%
-5.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.2% |
| 7D | -1.6% | +0.6% | -2.1% | -1.7% |
| 30D | -2.0% | +9.4% | -11.4% | -4.4% |
| 3M | +3.6% | +19.3% | -15.7% | -1.3% |
| 6M | +11.5% | +47.9% | -36.4% | -0.1% |
| YTD | +10.4% | +39.6% | -29.2% | 0.0% |
| 1Y | +15.6% | +22.2% | -6.6% | +8.0% |
| 3Y | +58.9% | +45.0% | +13.9% | +36.8% |
| 5Y | +65.3% | +2.6% | +62.8% | +51.7% |
| All | +247.6% | +252.7% | -5.1% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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