+237.1%
DIA vs DD
+99.0%
+138.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -1.6% | +3.2% | -4.9% | -2.8% |
| 30D | +1.3% | +20.3% | -19.0% | -5.7% |
| 3M | -2.1% | +8.2% | -10.2% | -5.3% |
| 6M | +6.2% | +3.4% | +2.8% | +4.1% |
| YTD | +10.3% | +30.6% | -20.3% | -1.8% |
| 1Y | +11.0% | +30.6% | -19.7% | -1.3% |
| 3Y | +60.4% | +91.1% | -30.8% | +18.9% |
| 5Y | +59.1% | +68.6% | -9.5% | +21.3% |
| 10Y | +237.1% | +99.9% | +137.2% | +116.5% |
| All | +237.1% | +99.0% | +138.1% | +116.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling