+74.8%
DIA vs COMP
-49.4%
+124.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.9% |
| 7D | +0.1% | +4.1% | -4.0% | -0.3% |
| 30D | -2.1% | -14.5% | +12.5% | -1.0% |
| 3M | +4.2% | +41.8% | -37.7% | +1.1% |
| 6M | +11.9% | +23.6% | -11.7% | +9.1% |
| YTD | +10.8% | +1.7% | +9.1% | +9.4% |
| 1Y | +17.5% | +12.6% | +5.0% | +14.8% |
| 3Y | +59.9% | +221.9% | -161.9% | +40.8% |
| 5Y | +64.1% | -28.1% | +92.3% | +51.0% |
| All | +74.8% | -49.4% | +124.2% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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