+1,107.0%
DIA vs CHD
+6,743.6%
-5,636.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +2.1% | +3.4% | -1.2% | +1.2% |
| 30D | +1.5% | +10.1% | -8.6% | -1.3% |
| 3M | -2.4% | +11.9% | -14.3% | -5.6% |
| 6M | +6.0% | +19.6% | -13.6% | +0.3% |
| YTD | +10.1% | +36.0% | -26.0% | +0.2% |
| 1Y | +11.8% | +34.8% | -22.9% | +2.0% |
| 3Y | +59.7% | +28.8% | +30.9% | +45.7% |
| 5Y | +57.9% | +33.0% | +24.9% | +40.9% |
| 10Y | +236.2% | +194.2% | +42.0% | +131.4% |
| All | +1,107.0% | +6,743.6% | -5,636.6% | +250.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling