+64.0%
DIA vs DOC
+43.5%
+20.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +2.5% |
| 7D | +1.6% | +8.7% | -7.1% | 0.0% |
| 30D | +4.1% | +7.6% | -3.5% | +2.6% |
| 3M | -1.0% | -5.3% | +4.2% | -0.1% |
| 6M | +9.7% | +27.6% | -18.0% | +3.8% |
| YTD | +12.2% | +32.4% | -20.2% | +4.9% |
| 1Y | +14.9% | +22.9% | -8.0% | +9.3% |
| All | +64.0% | +43.5% | +20.4% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 3y: compounded portfolio wealth divided by compounded DOC 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…
3y analysis · Full analysis span regression · 6 months rolling