+251.0%
DIA vs DD
+64.9%
+186.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.8% | +0.2% |
| 7D | -1.2% | -3.8% | +2.5% | +0.2% |
| 30D | -2.7% | -9.2% | +6.5% | +0.8% |
| 3M | +3.3% | -9.0% | +12.3% | +6.7% |
| 6M | +10.4% | -5.0% | +15.4% | +11.7% |
| YTD | +10.0% | +7.4% | +2.6% | +5.7% |
| 1Y | +16.2% | +35.1% | -18.9% | +1.5% |
| 3Y | +58.7% | +43.2% | +15.5% | +31.7% |
| 5Y | +63.6% | +59.6% | +3.9% | +26.6% |
| 10Y | +251.0% | +66.5% | +184.5% | +136.9% |
| All | +251.0% | +64.9% | +186.1% | +136.9% |
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