+247.6%
DIA vs BR
+189.7%
+57.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.6% | -3.0% | +1.4% | -0.3% |
| 30D | -2.0% | -0.3% | -1.7% | -2.0% |
| 3M | +3.6% | +17.3% | -13.7% | -3.9% |
| 6M | +11.5% | -6.7% | +18.2% | +13.7% |
| YTD | +10.4% | -23.4% | +33.8% | +22.5% |
| 1Y | +15.6% | -32.7% | +48.2% | +36.1% |
| 3Y | +58.9% | -5.9% | +64.8% | +57.3% |
| 5Y | +65.3% | +8.4% | +56.9% | +49.3% |
| All | +247.6% | +189.7% | +57.9% | +116.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling