+57.1%
DIA vs DRI
+76.5%
-19.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.7% |
| 7D | +0.8% | +3.1% | -2.3% | -0.1% |
| 30D | +1.4% | +16.2% | -14.8% | -2.7% |
| 3M | -2.7% | +8.4% | -11.1% | -5.1% |
| 6M | +6.2% | +19.0% | -12.8% | +0.4% |
| YTD | +10.1% | +28.8% | -18.7% | +1.1% |
| 1Y | +13.0% | +33.1% | -20.1% | +2.6% |
| 3Y | +61.9% | +70.8% | -8.9% | +33.0% |
| 5Y | +57.1% | +74.2% | -17.2% | +26.3% |
| All | +57.1% | +76.5% | -19.4% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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