+244.3%
DIA vs CHD
+125.6%
+118.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | -3.0% | -4.7% | +1.7% | -1.8% |
| 30D | -3.0% | -8.3% | +5.3% | -0.9% |
| 3M | +4.5% | -4.0% | +8.5% | +5.4% |
| 6M | +9.8% | -6.5% | +16.3% | +11.3% |
| YTD | +9.3% | +13.1% | -3.8% | +5.3% |
| 1Y | +16.0% | +2.3% | +13.6% | +14.5% |
| 3Y | +57.7% | +1.8% | +55.9% | +54.1% |
| 5Y | +63.8% | +20.6% | +43.2% | +49.8% |
| All | +244.3% | +125.6% | +118.7% | +173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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