+1,129.1%
DIA vs CSX
+2,738.8%
-1,609.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | -0.2% | -3.4% | +3.2% | +1.0% |
| 30D | -1.5% | -3.1% | +1.6% | -0.5% |
| 3M | +3.8% | +7.2% | -3.4% | +0.9% |
| 6M | +10.3% | +16.2% | -5.9% | +3.9% |
| YTD | +12.1% | +37.5% | -25.5% | -0.7% |
| 1Y | +18.6% | +53.2% | -34.6% | +0.9% |
| 3Y | +60.6% | +68.2% | -7.6% | +30.7% |
| 5Y | +64.4% | +65.2% | -0.8% | +33.2% |
| 10Y | +250.1% | +504.1% | -254.0% | +77.1% |
| All | +1,129.1% | +2,738.8% | -1,609.7% | +232.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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