+246.2%
DIA vs COO
+43.7%
+202.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.2% |
| 7D | +0.1% | -2.3% | +2.3% | +0.9% |
| 30D | -2.1% | -8.8% | +6.7% | +1.0% |
| 3M | +4.2% | +1.3% | +2.8% | +3.3% |
| 6M | +11.9% | -11.6% | +23.5% | +16.1% |
| YTD | +10.8% | -17.4% | +28.2% | +17.8% |
| 1Y | +17.5% | -1.6% | +19.1% | +16.6% |
| 3Y | +59.9% | -22.6% | +82.6% | +67.3% |
| 5Y | +64.1% | -40.3% | +104.5% | +88.0% |
| 10Y | +246.2% | +45.2% | +201.0% | +197.3% |
| All | +246.2% | +43.7% | +202.5% | +197.3% |
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