+53.3%
DIA vs CP
+24.4%
+28.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.2% |
| 7D | -0.9% | +2.8% | -3.7% | -1.9% |
| 30D | +0.3% | +10.2% | -10.0% | -3.2% |
| 3M | -4.5% | +2.4% | -6.9% | -5.4% |
| 6M | +3.4% | +7.7% | -4.3% | +0.2% |
| YTD | +7.8% | +26.0% | -18.2% | -1.8% |
| 1Y | +10.7% | +34.6% | -23.9% | -1.7% |
| 3Y | +57.5% | +26.7% | +30.9% | +40.0% |
| All | +53.3% | +24.4% | +28.9% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling