+59.7%
DIA vs COO
-24.0%
+83.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +2.1% | +0.5% | +1.7% | +2.0% |
| 30D | +1.5% | +14.2% | -12.7% | -1.0% |
| 3M | -2.4% | -18.2% | +15.8% | +1.2% |
| 6M | +6.0% | +5.3% | +0.6% | +4.0% |
| YTD | +10.1% | -23.6% | +33.6% | +15.6% |
| 1Y | +11.8% | -12.7% | +24.5% | +14.2% |
| 3Y | +59.7% | -24.2% | +83.9% | +64.3% |
| All | +59.7% | -24.0% | +83.8% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling