+65.7%
DIA vs BP
+128.1%
-62.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.6% |
| 7D | -0.2% | +3.9% | -4.1% | -0.9% |
| 30D | -1.5% | +7.6% | -9.1% | -2.8% |
| 3M | +3.8% | +0.7% | +3.1% | +3.4% |
| 6M | +10.3% | +15.5% | -5.2% | +6.3% |
| YTD | +12.1% | +30.8% | -18.7% | +4.9% |
| 1Y | +18.6% | +34.3% | -15.7% | +10.2% |
| 3Y | +60.6% | +35.1% | +25.6% | +47.0% |
| All | +65.7% | +128.1% | -62.4% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling