+1,081.8%
DIA vs CB
+1,882.0%
-800.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | -0.9% | +0.2% | -1.2% | -1.0% |
| 30D | +0.3% | +9.1% | -8.8% | -2.6% |
| 3M | -4.5% | +3.4% | -7.9% | -5.7% |
| 6M | +3.4% | +14.1% | -10.7% | -1.6% |
| YTD | +7.8% | +18.0% | -10.2% | +1.3% |
| 1Y | +10.7% | +30.1% | -19.4% | +0.7% |
| 3Y | +57.5% | +71.8% | -14.2% | +29.4% |
| 5Y | +53.7% | +101.8% | -48.1% | +18.8% |
| 10Y | +247.2% | +252.1% | -5.0% | +120.2% |
| All | +1,081.8% | +1,882.0% | -800.2% | +328.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling