+57.5%
DIA vs D
+79.5%
-22.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | -0.9% | +3.0% | -3.9% | -1.4% |
| 30D | +0.3% | +11.5% | -11.2% | -1.5% |
| 3M | -4.5% | +3.7% | -8.2% | -5.1% |
| 6M | +3.4% | +13.5% | -10.2% | +1.0% |
| YTD | +7.8% | +20.7% | -12.9% | +4.1% |
| 1Y | +10.7% | +18.2% | -7.5% | +7.3% |
| 3Y | +57.5% | +73.3% | -15.8% | +44.0% |
| All | +57.5% | +79.5% | -22.0% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 3y: compounded portfolio wealth divided by compounded D 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…
3y analysis · Full analysis span regression · 6 months rolling