+1,129.1%
DIA vs D
+1,013.0%
+116.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | -0.2% | +0.4% | -0.6% | -0.4% |
| 30D | -1.5% | -3.6% | +2.0% | -0.2% |
| 3M | +3.8% | -1.0% | +4.8% | +4.0% |
| 6M | +10.3% | +6.3% | +4.0% | +7.0% |
| YTD | +12.1% | +14.7% | -2.6% | +5.4% |
| 1Y | +18.6% | +16.9% | +1.7% | +10.4% |
| 3Y | +60.6% | +56.8% | +3.8% | +29.5% |
| 5Y | +64.4% | +5.2% | +59.2% | +54.4% |
| 10Y | +250.1% | +35.9% | +214.2% | +184.5% |
| All | +1,129.1% | +1,013.0% | +116.1% | +369.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling