+246.2%
DIA vs CP
+219.6%
+26.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | +0.1% | +2.4% | -2.4% | -1.0% |
| 30D | -2.1% | -0.5% | -1.5% | -1.9% |
| 3M | +4.2% | +1.4% | +2.7% | +3.1% |
| 6M | +11.9% | +10.3% | +1.6% | +6.3% |
| YTD | +10.8% | +24.3% | -13.5% | -0.7% |
| 1Y | +17.5% | +20.4% | -2.9% | +6.6% |
| 3Y | +59.9% | +21.8% | +38.2% | +41.0% |
| 5Y | +64.1% | +31.5% | +32.6% | +35.8% |
| 10Y | +246.2% | +223.2% | +23.0% | +84.1% |
| All | +246.2% | +219.6% | +26.6% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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