+57.7%
DIA vs DOW
-27.1%
+84.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.7% |
| 7D | +1.6% | +3.7% | -2.1% | +0.9% |
| 30D | +1.2% | +16.3% | -15.0% | -1.7% |
| 3M | -2.4% | +9.7% | -12.1% | -4.4% |
| 6M | +5.7% | -14.1% | +19.8% | +8.6% |
| YTD | +9.9% | +46.6% | -36.7% | -3.2% |
| 1Y | +9.8% | +56.8% | -47.0% | -5.4% |
| 3Y | +59.8% | -20.4% | +80.1% | +65.5% |
| 5Y | +57.7% | -27.4% | +85.1% | +68.3% |
| All | +57.7% | -27.1% | +84.8% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling