+240.9%
DIA vs COO
+40.7%
+200.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +1.3% |
| 7D | +0.8% | +4.3% | -3.5% | -0.6% |
| 30D | +1.4% | +17.6% | -16.2% | -4.1% |
| 3M | -2.7% | -13.9% | +11.2% | +1.6% |
| 6M | +6.2% | +6.6% | -0.3% | +2.3% |
| YTD | +10.1% | -22.0% | +32.1% | +18.4% |
| 1Y | +13.0% | -8.8% | +21.8% | +14.6% |
| 3Y | +61.9% | -21.5% | +83.3% | +66.6% |
| 5Y | +57.1% | -41.0% | +98.1% | +78.5% |
| 10Y | +240.9% | +40.9% | +200.0% | +198.1% |
| All | +240.9% | +40.7% | +200.2% | +198.1% |
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