+1,129.1%
DIA vs DD
+485.2%
+643.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -0.2% | -3.5% | +3.3% | +1.1% |
| 30D | -1.5% | -10.3% | +8.8% | +2.2% |
| 3M | +3.8% | -7.5% | +11.3% | +6.4% |
| 6M | +10.3% | -8.0% | +18.3% | +12.7% |
| YTD | +12.1% | +10.5% | +1.6% | +7.1% |
| 1Y | +18.6% | +38.3% | -19.6% | +4.2% |
| 3Y | +60.6% | +42.5% | +18.1% | +36.2% |
| 5Y | +64.4% | +60.2% | +4.3% | +31.4% |
| 10Y | +250.1% | +68.9% | +181.2% | +158.3% |
| All | +1,129.1% | +485.2% | +643.9% | +352.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling