+756.3%
DIA vs BG
+954.5%
-198.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | -0.3% |
| 7D | +2.1% | +2.6% | -0.4% | +1.5% |
| 30D | +1.5% | -6.7% | +8.1% | +3.0% |
| 3M | -2.4% | -9.3% | +6.8% | -0.6% |
| 6M | +6.0% | -18.3% | +24.3% | +10.2% |
| YTD | +10.1% | +16.2% | -6.1% | +4.8% |
| 1Y | +11.8% | +7.6% | +4.2% | +8.4% |
| 3Y | +59.7% | +6.6% | +53.1% | +52.3% |
| 5Y | +57.9% | +22.2% | +35.7% | +42.8% |
| 10Y | +236.2% | +112.0% | +124.2% | +152.4% |
| All | +756.3% | +954.5% | -198.2% | +390.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling