+251.0%
DIA vs CME
+280.6%
-29.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -1.2% | -0.6% | -0.6% | -1.0% |
| 30D | -2.7% | +4.7% | -7.4% | -4.3% |
| 3M | +3.3% | +7.8% | -4.6% | +0.1% |
| 6M | +10.4% | -11.0% | +21.4% | +14.3% |
| YTD | +10.0% | +4.0% | +6.0% | +7.0% |
| 1Y | +16.2% | +9.1% | +7.1% | +10.6% |
| 3Y | +58.7% | +52.3% | +6.5% | +29.2% |
| 5Y | +63.6% | +76.1% | -12.5% | +22.6% |
| 10Y | +251.0% | +280.6% | -29.6% | +103.2% |
| All | +251.0% | +280.6% | -29.6% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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