+137.7%
DIA vs DOW
-15.8%
+153.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.3% |
| 7D | -0.2% | -2.4% | +2.2% | +0.5% |
| 30D | -1.5% | +0.4% | -1.9% | -1.9% |
| 3M | +3.8% | -14.4% | +18.2% | +7.9% |
| 6M | +10.3% | -7.0% | +17.2% | +9.7% |
| YTD | +12.1% | +30.2% | -18.1% | -1.1% |
| 1Y | +18.6% | +29.2% | -10.6% | +3.8% |
| 3Y | +60.6% | -36.7% | +97.3% | +76.5% |
| 5Y | +64.4% | -37.7% | +102.1% | +78.5% |
| All | +137.7% | -15.8% | +153.5% | +95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling