+10.4%
DIA vs BEN
+68.8%
-58.4%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.7% |
| 7D | +0.9% | +12.1% | -11.2% | -2.7% |
| 30D | +1.1% | +13.4% | -12.3% | -2.9% |
| 3M | -2.9% | +9.4% | -12.2% | -5.7% |
| 6M | +5.9% | +19.3% | -13.4% | -0.3% |
| YTD | +9.8% | +57.3% | -47.5% | -6.9% |
| All | +10.4% | +68.8% | -58.4% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling