+772.0%
DIA vs BG
+1,131.5%
-359.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.3% |
| 7D | -0.2% | +2.8% | -3.0% | -0.9% |
| 30D | -1.5% | +12.0% | -13.6% | -4.2% |
| 3M | +3.8% | -7.7% | +11.5% | +5.3% |
| 6M | +10.3% | +4.5% | +5.8% | +8.2% |
| YTD | +12.1% | +35.7% | -23.6% | +3.2% |
| 1Y | +18.6% | +50.1% | -31.4% | +6.2% |
| 3Y | +60.6% | +12.6% | +48.0% | +51.7% |
| 5Y | +64.4% | +75.4% | -11.0% | +36.5% |
| 10Y | +250.1% | +150.5% | +99.6% | +152.9% |
| All | +772.0% | +1,131.5% | -359.5% | +382.7% |
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