+65.7%
DIA vs BUD
+46.3%
+19.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -0.2% | +0.3% | -0.5% | -0.3% |
| 30D | -1.5% | -5.7% | +4.1% | -0.1% |
| 3M | +3.8% | +3.1% | +0.6% | +2.7% |
| 6M | +10.3% | +7.9% | +2.4% | +7.7% |
| YTD | +12.1% | +27.3% | -15.2% | +4.6% |
| 1Y | +18.6% | +37.8% | -19.2% | +8.2% |
| 3Y | +60.6% | +49.8% | +10.8% | +40.2% |
| All | +65.7% | +46.3% | +19.4% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 5y: compounded portfolio wealth divided by compounded BUD 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…
5y analysis · Full analysis span regression · 6 months rolling