+1,081.8%
DIA vs COO
+1,059.2%
+22.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | -0.9% | +4.7% | -5.7% | -1.9% |
| 30D | +0.3% | +13.9% | -13.6% | -2.6% |
| 3M | -4.5% | -14.9% | +10.4% | -1.6% |
| 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% | +12.0% |
| 3Y | +57.5% | -25.4% | +83.0% | +63.3% |
| 5Y | +53.7% | -41.2% | +94.9% | +65.9% |
| 10Y | +247.2% | +42.1% | +205.1% | +214.2% |
| All | +1,081.8% | +1,059.2% | +22.5% | +590.8% |
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