+1,098.4%
DIA vs BKR
+256.9%
+841.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.7% | +6.0% | +0.8% |
| 7D | -3.0% | -6.7% | +3.6% | -1.6% |
| 30D | -3.0% | -8.3% | +5.4% | -1.2% |
| 3M | +4.5% | -5.4% | +9.9% | +5.4% |
| 6M | +9.8% | +0.8% | +9.0% | +8.7% |
| YTD | +9.3% | +31.8% | -22.6% | +1.8% |
| 1Y | +16.0% | +28.6% | -12.6% | +8.3% |
| 3Y | +57.7% | +71.2% | -13.5% | +36.1% |
| 5Y | +63.8% | +179.2% | -115.5% | +23.1% |
| 10Y | +248.8% | +124.0% | +124.9% | +153.2% |
| All | +1,098.4% | +256.9% | +841.5% | +556.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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