+631.5%
DIA vs DG
+632.1%
-0.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -1.6% | -3.0% | +1.3% | -1.1% |
| 30D | +1.3% | +8.6% | -7.3% | -0.3% |
| 3M | -2.1% | +15.0% | -17.1% | -4.6% |
| 6M | +6.2% | +32.7% | -26.5% | +0.6% |
| YTD | +10.3% | +5.5% | +4.8% | +8.4% |
| 1Y | +11.0% | +34.6% | -23.6% | +4.1% |
| 3Y | +60.4% | +24.2% | +36.1% | +46.9% |
| 5Y | +59.1% | -32.3% | +91.3% | +64.8% |
| 10Y | +237.1% | +111.1% | +126.0% | +172.5% |
| All | +631.5% | +632.1% | -0.7% | +349.0% |
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