+1,129.1%
DIA vs BP
+318.2%
+810.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.7% |
| 7D | -0.2% | +3.9% | -4.1% | -1.5% |
| 30D | -1.5% | +7.6% | -9.1% | -4.1% |
| 3M | +3.8% | +0.7% | +3.1% | +2.8% |
| 6M | +10.3% | +15.5% | -5.2% | +3.5% |
| YTD | +12.1% | +30.8% | -18.7% | +0.4% |
| 1Y | +18.6% | +34.3% | -15.7% | +4.9% |
| 3Y | +60.6% | +35.1% | +25.6% | +38.9% |
| 5Y | +64.4% | +126.8% | -62.4% | +14.3% |
| 10Y | +250.1% | +123.4% | +126.7% | +129.0% |
| All | +1,129.1% | +318.2% | +810.8% | +464.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling