+57.5%
DIA vs COO
-25.3%
+82.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.1% |
| 7D | -0.9% | +4.7% | -5.7% | -1.8% |
| 30D | +0.3% | +13.9% | -13.6% | -2.2% |
| 3M | -4.5% | -14.9% | +10.4% | -1.7% |
| 6M | +3.4% | +2.0% | +1.3% | +2.1% |
| YTD | +7.8% | -23.9% | +31.7% | +13.3% |
| 1Y | +10.7% | -9.6% | +20.4% | +12.3% |
| 3Y | +57.5% | -25.4% | +83.0% | +61.7% |
| All | +57.5% | -25.3% | +82.9% | +61.7% |
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