+251.0%
DIA vs BP
+132.0%
+119.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.3% |
| 7D | -1.2% | +4.0% | -5.2% | -2.4% |
| 30D | -2.7% | +7.8% | -10.5% | -4.9% |
| 3M | +3.3% | +8.4% | -5.1% | +0.3% |
| 6M | +10.4% | +15.1% | -4.6% | +4.6% |
| YTD | +10.0% | +36.4% | -26.4% | -1.6% |
| 1Y | +16.2% | +40.9% | -24.7% | +2.6% |
| 3Y | +58.7% | +38.8% | +19.9% | +38.4% |
| 5Y | +63.6% | +141.1% | -77.5% | +13.7% |
| 10Y | +251.0% | +133.9% | +117.1% | +142.0% |
| All | +251.0% | +132.0% | +119.0% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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