+12.1%
DIA vs COMP
+25.5%
-13.4%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.7% | -3.5% | +1.6% |
| 7D | +0.8% | +14.5% | -13.8% | -0.7% |
| 30D | +1.4% | +14.9% | -13.5% | -0.2% |
| 3M | -2.7% | -14.2% | +11.5% | -1.7% |
| 6M | +6.2% | +23.7% | -17.5% | +3.1% |
| YTD | +10.1% | +2.1% | +8.0% | +7.4% |
| All | +12.1% | +25.5% | -13.4% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling