+57.1%
DIA vs DD
+71.8%
-14.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.9% | -3.7% | +0.3% |
| 7D | +0.8% | +9.8% | -9.0% | -2.4% |
| 30D | +1.4% | +19.3% | -17.9% | -4.4% |
| 3M | -2.7% | +9.4% | -12.1% | -5.8% |
| 6M | +6.2% | +4.8% | +1.4% | +4.0% |
| YTD | +10.1% | +30.2% | -20.1% | -0.5% |
| 1Y | +13.0% | +32.2% | -19.2% | +1.6% |
| 3Y | +61.9% | +93.1% | -31.2% | +22.9% |
| 5Y | +57.1% | +68.0% | -10.9% | +22.3% |
| All | +57.1% | +71.8% | -14.7% | +22.3% |
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