+1,129.1%
DIA vs CB
+1,749.2%
-620.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.5% |
| 6M | +10.3% | +2.9% | +7.4% | +8.7% |
| YTD | +12.1% | +10.1% | +2.0% | +7.9% |
| 1Y | +18.6% | +22.8% | -4.1% | +9.9% |
| 3Y | +60.6% | +73.8% | -13.2% | +31.4% |
| 5Y | +64.4% | +99.2% | -34.7% | +27.7% |
| 10Y | +250.1% | +218.2% | +31.9% | +129.4% |
| All | +1,129.1% | +1,749.2% | -620.1% | +355.8% |
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