+1,081.8%
DIA vs CSX
+2,722.1%
-1,640.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.8% |
| 7D | -0.9% | -5.5% | +4.6% | +1.1% |
| 30D | +0.3% | +4.9% | -4.7% | -1.6% |
| 3M | -4.5% | -2.9% | -1.7% | -3.7% |
| 6M | +3.4% | +8.3% | -5.0% | -0.1% |
| YTD | +7.8% | +36.7% | -29.0% | -4.5% |
| 1Y | +10.7% | +41.5% | -30.8% | -3.1% |
| 3Y | +57.5% | +68.6% | -11.1% | +28.0% |
| 5Y | +53.7% | +48.4% | +5.3% | +29.3% |
| 10Y | +247.2% | +446.6% | -199.4% | +81.5% |
| All | +1,081.8% | +2,722.1% | -1,640.3% | +220.0% |
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