+65.7%
DIA vs DOC
-24.5%
+90.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.1% |
| 7D | -0.2% | -1.5% | +1.3% | +0.2% |
| 30D | -1.5% | -4.8% | +3.2% | -0.3% |
| 3M | +3.8% | +6.9% | -3.1% | +1.7% |
| 6M | +10.3% | +20.7% | -10.5% | +4.1% |
| YTD | +12.1% | +34.1% | -22.1% | +2.4% |
| 1Y | +18.6% | +22.6% | -4.0% | +11.0% |
| 3Y | +60.6% | +20.8% | +39.8% | +49.9% |
| All | +65.7% | -24.5% | +90.2% | +80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling