+54.3%
DIA vs COMP
-28.0%
+82.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -8.2% | +4.6% | -2.9% |
| 7D | -1.6% | -1.8% | +0.2% | -1.5% |
| 30D | 0.0% | -0.8% | +0.7% | -0.1% |
| 3M | -4.9% | -28.1% | +23.2% | -2.7% |
| 6M | +5.0% | +27.0% | -22.0% | +2.3% |
| YTD | +8.2% | -12.8% | +21.0% | +7.9% |
| 1Y | +10.3% | +4.9% | +5.4% | +8.3% |
| 3Y | +58.4% | +321.0% | -262.6% | +36.2% |
| 5Y | +54.3% | -25.6% | +79.9% | +48.8% |
| All | +54.3% | -28.0% | +82.3% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling