+18.6%
DIA vs BR
-29.1%
+47.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.8% | -0.3% |
| 7D | -0.2% | -5.3% | +5.1% | +0.2% |
| 30D | -1.5% | +6.4% | -8.0% | -1.9% |
| 3M | +3.8% | +13.6% | -9.9% | +2.9% |
| 6M | +10.3% | -6.7% | +17.0% | +10.2% |
| YTD | +12.1% | -21.1% | +33.2% | +16.5% |
| 1Y | +18.6% | -29.6% | +48.2% | +28.0% |
| All | +18.6% | -29.1% | +47.7% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling