+53.3%
DIA vs D
+12.5%
+40.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -0.9% | +3.0% | -3.9% | -1.6% |
| 30D | +0.3% | +11.5% | -11.2% | -2.2% |
| 3M | -4.5% | +3.7% | -8.2% | -5.4% |
| 6M | +3.4% | +13.5% | -10.2% | +0.1% |
| YTD | +7.8% | +20.7% | -12.9% | +2.7% |
| 1Y | +10.7% | +18.2% | -7.5% | +6.0% |
| 3Y | +57.5% | +73.3% | -15.8% | +34.6% |
| All | +53.3% | +12.5% | +40.8% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling