+549.1%
DIA vs CAPR
-99.1%
+648.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.5% |
| 7D | -0.2% | -2.0% | +1.8% | -0.2% |
| 30D | -1.5% | +139.2% | -140.7% | -2.4% |
| 3M | +3.8% | -66.4% | +70.1% | +4.1% |
| 6M | +10.3% | -63.1% | +73.4% | +10.5% |
| YTD | +12.1% | -67.4% | +79.5% | +12.4% |
| 1Y | +18.6% | +58.2% | -39.6% | +15.0% |
| 3Y | +60.6% | +42.2% | +18.4% | +54.0% |
| 5Y | +64.4% | +87.3% | -22.8% | +56.5% |
| 10Y | +250.1% | -75.3% | +325.4% | +224.6% |
| All | +549.1% | -99.1% | +648.2% | +488.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling