+643.0%
DIA vs DG
+606.1%
+37.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.8% |
| 7D | -0.2% | +8.4% | -8.6% | -1.6% |
| 30D | -1.5% | +4.9% | -6.5% | -2.4% |
| 3M | +3.8% | +29.3% | -25.6% | -1.0% |
| 6M | +10.3% | -11.3% | +21.5% | +12.0% |
| YTD | +12.1% | +1.8% | +10.3% | +11.0% |
| 1Y | +18.6% | +25.3% | -6.7% | +12.7% |
| 3Y | +60.6% | +9.1% | +51.5% | +51.3% |
| 5Y | +64.4% | -34.9% | +99.3% | +71.8% |
| 10Y | +250.1% | +108.2% | +141.9% | +184.1% |
| All | +643.0% | +606.1% | +37.0% | +359.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling