+567.5%
DIA vs BTG
+378.0%
+189.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.7% | -1.0% |
| 7D | +0.1% | +4.8% | -4.8% | -0.1% |
| 30D | -2.1% | +8.3% | -10.4% | -2.4% |
| 3M | +4.2% | +32.3% | -28.1% | +2.8% |
| 6M | +11.9% | +3.0% | +8.9% | +11.3% |
| YTD | +10.8% | +21.9% | -11.1% | +9.4% |
| 1Y | +17.5% | +28.2% | -10.6% | +15.5% |
| 3Y | +59.9% | +99.9% | -40.0% | +53.5% |
| 5Y | +64.1% | +73.6% | -9.4% | +57.7% |
| 10Y | +246.2% | +136.5% | +109.7% | +225.3% |
| All | +567.5% | +378.0% | +189.5% | +487.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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