+790.2%
DIA vs BUD
+218.9%
+571.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.8% | +1.7% |
| 7D | +0.8% | +1.3% | -0.6% | +0.3% |
| 30D | +1.4% | +10.0% | -8.6% | -2.0% |
| 3M | -2.7% | +1.6% | -4.3% | -3.5% |
| 6M | +6.2% | +6.5% | -0.3% | +3.4% |
| YTD | +10.1% | +34.8% | -24.7% | -1.8% |
| 1Y | +13.0% | +36.5% | -23.5% | +0.3% |
| 3Y | +61.9% | +49.0% | +12.9% | +36.6% |
| 5Y | +57.1% | +51.7% | +5.4% | +29.3% |
| 10Y | +240.9% | -7.5% | +248.4% | +213.1% |
| All | +790.2% | +218.9% | +571.3% | +393.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling