+64.1%
DIA vs BN
+35.3%
+28.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.4% | -0.2% |
| 7D | +0.1% | -1.2% | +1.2% | +0.5% |
| 30D | -2.1% | -10.9% | +8.8% | +1.9% |
| 3M | +4.2% | -11.1% | +15.2% | +8.4% |
| 6M | +11.9% | -4.4% | +16.3% | +13.1% |
| YTD | +10.8% | -14.1% | +25.0% | +16.0% |
| 1Y | +17.5% | -11.1% | +28.6% | +21.1% |
| 3Y | +59.9% | +75.6% | -15.6% | +26.7% |
| 5Y | +64.1% | +35.8% | +28.3% | +40.3% |
| All | +64.1% | +35.3% | +28.8% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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