+247.6%
DIA vs BG
+166.7%
+80.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.4% |
| 7D | -1.6% | +3.1% | -4.7% | -2.3% |
| 30D | -2.0% | +10.2% | -12.3% | -4.4% |
| 3M | +3.6% | -1.7% | +5.3% | +3.6% |
| 6M | +11.5% | +1.0% | +10.5% | +10.3% |
| YTD | +10.4% | +39.9% | -29.6% | +0.3% |
| 1Y | +15.6% | +53.2% | -37.7% | +2.1% |
| 3Y | +58.9% | +16.3% | +42.6% | +48.7% |
| 5Y | +65.3% | +83.9% | -18.5% | +31.5% |
| All | +247.6% | +166.7% | +80.9% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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