+246.2%
DIA vs CAPR
-77.1%
+323.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -1.1% |
| 7D | +0.1% | -9.5% | +9.5% | +0.2% |
| 30D | -2.1% | +121.5% | -123.6% | -3.1% |
| 3M | +4.2% | -65.4% | +69.5% | +4.6% |
| 6M | +11.9% | -67.5% | +79.4% | +12.4% |
| YTD | +10.8% | -68.6% | +79.4% | +11.3% |
| 1Y | +17.5% | +42.7% | -25.2% | +12.9% |
| 3Y | +59.9% | +43.4% | +16.6% | +50.4% |
| 5Y | +64.1% | +86.0% | -21.9% | +52.2% |
| 10Y | +246.2% | -77.4% | +323.6% | +213.9% |
| All | +246.2% | -77.1% | +323.3% | +213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CAPR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling