+57.3%
DIA vs BR
-5.0%
+62.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -3.0% | -6.0% | +3.0% | -1.6% |
| 30D | -3.0% | -0.9% | -2.1% | -2.9% |
| 3M | +4.5% | +16.4% | -11.9% | +0.2% |
| 6M | +9.8% | -8.2% | +18.0% | +12.6% |
| YTD | +9.3% | -23.2% | +32.5% | +19.6% |
| 1Y | +16.0% | -30.9% | +46.9% | +32.4% |
| All | +57.3% | -5.0% | +62.4% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling