+240.9%
DIA vs CB
+246.2%
-5.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | +0.8% | -1.5% | +2.3% | +1.5% |
| 30D | +1.4% | +6.5% | -5.1% | -1.5% |
| 3M | -2.7% | +4.1% | -6.8% | -4.6% |
| 6M | +6.2% | +14.4% | -8.2% | -0.9% |
| YTD | +10.1% | +17.5% | -7.4% | +1.1% |
| 1Y | +13.0% | +27.5% | -14.5% | -0.3% |
| 3Y | +61.9% | +71.6% | -9.7% | +21.3% |
| 5Y | +57.1% | +100.6% | -43.6% | +7.1% |
| 10Y | +240.9% | +243.0% | -2.1% | +74.3% |
| All | +240.9% | +246.2% | -5.3% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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