+63.6%
DIA vs DG
-39.5%
+103.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.8% | -0.5% |
| 7D | -1.2% | -4.8% | +3.6% | -0.8% |
| 30D | -2.7% | +1.8% | -4.4% | -2.9% |
| 3M | +3.3% | +14.5% | -11.2% | +1.9% |
| 6M | +10.4% | -13.6% | +24.0% | +11.5% |
| YTD | +10.0% | -4.8% | +14.8% | +10.1% |
| 1Y | +16.2% | +21.6% | -5.4% | +13.7% |
| 3Y | +58.7% | +4.5% | +54.3% | +55.3% |
| 5Y | +63.6% | -38.5% | +102.0% | +76.9% |
| All | +63.6% | -39.5% | +103.1% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling