+18.9%
DIA vs CB
+24.3%
-5.4%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.5% |
| 7D | -0.2% | +0.5% | -0.7% | -0.2% |
| 30D | -1.5% | -3.1% | +1.6% | -1.5% |
| 3M | +3.8% | +9.0% | -5.2% | +3.3% |
| 6M | +10.3% | +2.9% | +7.4% | +10.3% |
| YTD | +12.1% | +10.1% | +2.0% | +11.4% |
| All | +18.9% | +24.3% | -5.4% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling