+235.7%
DIA vs DG
+105.2%
+130.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | +2.1% | +0.3% | +1.8% | +2.1% |
| 30D | +1.5% | +3.2% | -1.8% | +0.8% |
| 3M | -2.4% | +10.4% | -12.8% | -4.2% |
| 6M | +6.0% | +33.2% | -27.2% | +0.5% |
| YTD | +10.1% | +3.0% | +7.1% | +8.6% |
| 1Y | +11.8% | +31.2% | -19.4% | +5.5% |
| 3Y | +59.7% | +21.8% | +37.9% | +46.6% |
| 5Y | +57.9% | -35.0% | +92.9% | +69.4% |
| All | +235.7% | +105.2% | +130.5% | +174.3% |
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