+236.5%
DIA vs COO
+41.7%
+194.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -1.6% | -2.3% | +0.7% | -0.8% |
| 30D | +1.3% | +13.3% | -12.0% | -3.0% |
| 3M | -2.1% | -18.1% | +16.0% | +4.1% |
| 6M | +6.2% | +6.7% | -0.5% | +2.2% |
| YTD | +10.3% | -23.2% | +33.6% | +19.3% |
| 1Y | +11.0% | -12.3% | +23.3% | +14.1% |
| 3Y | +60.4% | -23.6% | +83.9% | +66.7% |
| 5Y | +59.1% | -38.7% | +97.8% | +77.7% |
| All | +236.5% | +41.7% | +194.8% | +191.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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