+235.3%
DIA vs DG
+105.9%
+129.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | 0.0% |
| 7D | +1.6% | -2.5% | +4.1% | +2.0% |
| 30D | +1.2% | +7.7% | -6.5% | -0.1% |
| 3M | -2.4% | +13.1% | -15.5% | -4.6% |
| 6M | +5.7% | +32.0% | -26.4% | +0.3% |
| YTD | +9.9% | +3.3% | +6.6% | +8.4% |
| 1Y | +9.8% | +31.7% | -21.8% | +3.6% |
| 3Y | +59.8% | +21.7% | +38.1% | +46.8% |
| 5Y | +57.7% | -34.7% | +92.4% | +69.1% |
| All | +235.3% | +105.9% | +129.3% | +173.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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