+65.7%
DIA vs CB
+99.7%
-34.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.1% |
| 7D | -0.2% | +0.5% | -0.7% | -0.4% |
| 30D | -1.5% | -3.1% | +1.6% | -0.5% |
| 3M | +3.8% | +9.0% | -5.2% | +0.2% |
| 6M | +10.3% | +2.9% | +7.4% | +8.6% |
| YTD | +12.1% | +10.1% | +2.0% | +7.4% |
| 1Y | +18.6% | +22.8% | -4.1% | +8.8% |
| 3Y | +60.6% | +73.8% | -13.2% | +25.1% |
| All | +65.7% | +99.7% | -34.0% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling