+70.0%
DIA vs COMP
-52.0%
+121.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.7% | -11.1% | -1.2% |
| 7D | -0.9% | +13.4% | -14.4% | -2.0% |
| 30D | +0.3% | +11.1% | -10.8% | -0.7% |
| 3M | -4.5% | -18.8% | +14.3% | -3.2% |
| 6M | +3.4% | +10.5% | -7.1% | +1.9% |
| YTD | +7.8% | -3.4% | +11.2% | +6.5% |
| 1Y | +10.7% | +19.7% | -8.9% | +7.7% |
| 3Y | +57.5% | +381.6% | -324.1% | +34.8% |
| 5Y | +53.7% | -17.6% | +71.3% | +40.8% |
| All | +70.0% | -52.0% | +121.9% | +56.9% |
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