+18.6%
DIA vs DD
+41.5%
-22.8%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -0.2% | -3.5% | +3.3% | +0.6% |
| 30D | -1.5% | -10.3% | +8.8% | +0.8% |
| 3M | +3.8% | -7.5% | +11.3% | +5.4% |
| 6M | +10.3% | -8.0% | +18.3% | +11.6% |
| YTD | +12.1% | +10.5% | +1.6% | +9.6% |
| 1Y | +18.6% | +38.3% | -19.6% | +11.6% |
| All | +18.6% | +41.5% | -22.8% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling