+550.4%
DIA vs BR
+1,286.0%
-735.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.3% | -0.1% |
| 7D | +0.1% | -5.9% | +6.0% | +2.6% |
| 30D | -2.1% | +1.9% | -4.0% | -3.0% |
| 3M | +4.2% | +14.7% | -10.5% | -2.5% |
| 6M | +11.9% | -12.8% | +24.7% | +17.2% |
| YTD | +10.8% | -23.0% | +33.9% | +21.9% |
| 1Y | +17.5% | -31.7% | +49.2% | +36.0% |
| 3Y | +59.9% | -4.8% | +64.7% | +57.9% |
| 5Y | +64.1% | +7.8% | +56.3% | +50.4% |
| 10Y | +246.2% | +184.1% | +62.1% | +102.1% |
| All | +550.4% | +1,286.0% | -735.6% | +76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling