+58.3%
DIA vs BEN
+32.3%
+26.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.7% |
| 7D | +0.9% | +12.1% | -11.2% | -2.9% |
| 30D | +1.1% | +13.4% | -12.3% | -3.1% |
| 3M | -2.9% | +9.4% | -12.2% | -5.9% |
| 6M | +5.9% | +19.3% | -13.4% | -0.5% |
| YTD | +9.8% | +57.3% | -47.5% | -6.3% |
| 1Y | +11.7% | +69.1% | -57.4% | -7.0% |
| 3Y | +59.5% | +85.6% | -26.1% | +24.4% |
| All | +58.3% | +32.3% | +26.0% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling