+133.1%
DIA vs DOW
-5.2%
+138.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.9% |
| 7D | +1.6% | +3.7% | -2.1% | +0.5% |
| 30D | +1.2% | +16.3% | -15.0% | -3.2% |
| 3M | -2.4% | +9.7% | -12.1% | -5.5% |
| 6M | +5.7% | -14.1% | +19.8% | +9.4% |
| YTD | +9.9% | +46.6% | -36.7% | -6.5% |
| 1Y | +9.8% | +56.8% | -47.0% | -9.1% |
| 3Y | +59.8% | -20.4% | +80.1% | +62.2% |
| 5Y | +57.7% | -27.4% | +85.1% | +63.2% |
| All | +133.1% | -5.2% | +138.3% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 10y: compounded portfolio wealth divided by compounded DOW 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…
10y analysis · Full analysis span regression · 6 months rolling