+65.7%
DIA vs D
+5.6%
+60.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.2% | +1.5% | -1.6% | -0.5% |
| 30D | -1.5% | -2.6% | +1.1% | -1.0% |
| 3M | +3.8% | 0.0% | +3.8% | +3.7% |
| 6M | +10.3% | +7.4% | +2.9% | +8.2% |
| YTD | +12.1% | +15.9% | -3.8% | +7.9% |
| 1Y | +18.6% | +18.1% | +0.5% | +13.5% |
| 3Y | +60.6% | +58.4% | +2.2% | +41.2% |
| All | +65.7% | +5.6% | +60.1% | +65.4% |
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