+63.6%
DIA vs DD
+59.3%
+4.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.8% | +0.1% |
| 7D | -1.2% | -3.8% | +2.5% | 0.0% |
| 30D | -2.7% | -9.2% | +6.5% | +0.3% |
| 3M | +3.3% | -9.0% | +12.3% | +6.2% |
| 6M | +10.4% | -5.0% | +15.4% | +11.5% |
| YTD | +10.0% | +7.4% | +2.6% | +6.2% |
| 1Y | +16.2% | +35.1% | -18.9% | +3.3% |
| 3Y | +58.7% | +43.2% | +15.5% | +34.7% |
| 5Y | +63.6% | +59.6% | +3.9% | +30.5% |
| All | +63.6% | +59.3% | +4.2% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling