+73.4%
DIA vs COMP
-52.8%
+126.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | -0.2% |
| 7D | +1.6% | +8.9% | -7.3% | +0.8% |
| 30D | +1.2% | +14.0% | -12.7% | +0.1% |
| 3M | -2.4% | -21.1% | +18.7% | -0.9% |
| 6M | +5.7% | +20.1% | -14.4% | +3.5% |
| YTD | +9.9% | -5.0% | +14.9% | +8.8% |
| 1Y | +9.8% | +5.7% | +4.1% | +7.7% |
| 3Y | +59.8% | +412.2% | -352.5% | +36.1% |
| 5Y | +57.7% | -12.1% | +69.8% | +44.2% |
| All | +73.4% | -52.8% | +126.1% | +60.2% |
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