+1,129.1%
DIA vs COO
+1,193.6%
-64.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | -0.2% | -2.2% | +2.0% | +0.3% |
| 30D | -1.5% | -7.0% | +5.5% | 0.0% |
| 3M | +3.8% | +12.2% | -8.4% | +0.9% |
| 6M | +10.3% | -15.1% | +25.4% | +13.8% |
| YTD | +12.1% | -15.1% | +27.2% | +15.6% |
| 1Y | +18.6% | +2.3% | +16.3% | +17.2% |
| 3Y | +60.6% | -23.7% | +84.3% | +66.3% |
| 5Y | +64.4% | -38.9% | +103.3% | +76.7% |
| 10Y | +250.1% | +49.9% | +200.2% | +213.9% |
| All | +1,129.1% | +1,193.6% | -64.5% | +605.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling