+771.3%
DIA vs BUD
+214.6%
+556.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | -0.9% | +4.5% | -5.4% | -2.5% |
| 30D | +0.3% | +12.5% | -12.3% | -3.9% |
| 3M | -4.5% | 0.0% | -4.5% | -4.8% |
| 6M | +3.4% | +3.8% | -0.4% | +1.4% |
| YTD | +7.8% | +33.1% | -25.3% | -3.4% |
| 1Y | +10.7% | +35.5% | -24.8% | -1.5% |
| 3Y | +57.5% | +49.4% | +8.1% | +32.8% |
| 5Y | +53.7% | +48.0% | +5.7% | +27.6% |
| 10Y | +247.2% | -8.6% | +255.8% | +219.9% |
| All | +771.3% | +214.6% | +556.7% | +384.7% |
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