+524.1%
DIA vs CAPR
-99.1%
+623.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.0% | -0.4% |
| 7D | -0.9% | +41.1% | -42.0% | -1.2% |
| 30D | +0.3% | +11.1% | -10.9% | +0.1% |
| 3M | -4.5% | +115.3% | -119.8% | -5.3% |
| 6M | +3.4% | -73.8% | +77.2% | +3.8% |
| YTD | +7.8% | -68.8% | +76.6% | +8.0% |
| 1Y | +10.7% | +43.3% | -32.6% | +7.5% |
| 3Y | +57.5% | +214.7% | -157.2% | +50.0% |
| 5Y | +53.7% | +141.3% | -87.6% | +45.9% |
| 10Y | +247.2% | -67.0% | +314.2% | +221.3% |
| All | +524.1% | -99.1% | +623.2% | +465.6% |
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