+240.9%
DIA vs CAPR
-64.9%
+305.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.4% | -7.3% | +2.1% |
| 7D | +0.8% | +36.0% | -35.3% | +0.4% |
| 30D | +1.4% | +25.8% | -24.4% | +1.1% |
| 3M | -2.7% | +140.8% | -143.5% | -3.9% |
| 6M | +6.2% | -67.6% | +73.8% | +6.6% |
| YTD | +10.1% | -65.9% | +76.0% | +10.4% |
| 1Y | +13.0% | +66.1% | -53.1% | +8.4% |
| 3Y | +61.9% | +256.9% | -195.0% | +50.2% |
| 5Y | +57.1% | +172.1% | -115.0% | +45.0% |
| 10Y | +240.9% | -64.7% | +305.6% | +200.7% |
| All | +240.9% | -64.9% | +305.8% | +200.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling