+1,103.7%
DIA vs BP
+325.6%
+778.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.9% | -6.3% | +7.2% | +3.0% |
| 30D | +1.1% | -3.6% | +4.7% | +2.1% |
| 3M | -2.9% | +5.2% | -8.1% | -5.1% |
| 6M | +5.9% | +5.3% | +0.6% | +2.7% |
| YTD | +9.8% | +33.1% | -23.4% | -2.8% |
| 1Y | +11.7% | +26.3% | -14.6% | +0.6% |
| 3Y | +59.5% | +47.5% | +12.0% | +33.4% |
| 5Y | +57.5% | +106.2% | -48.6% | +13.2% |
| 10Y | +235.9% | +127.0% | +109.0% | +117.7% |
| All | +1,103.7% | +325.6% | +778.1% | +447.4% |
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