+122.9%
DIA vs DT
+101.6%
+21.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.3% | -0.9% |
| 7D | -3.0% | -2.5% | -0.5% | -2.6% |
| 30D | -3.0% | +3.5% | -6.5% | -3.7% |
| 3M | +4.5% | +26.7% | -22.2% | -0.3% |
| 6M | +9.8% | +36.1% | -26.4% | +2.6% |
| YTD | +9.3% | +18.6% | -9.3% | +4.5% |
| 1Y | +16.0% | +7.9% | +8.1% | +12.7% |
| 3Y | +57.7% | +8.6% | +49.2% | +51.0% |
| 5Y | +63.8% | -26.7% | +90.4% | +62.6% |
| All | +122.9% | +101.6% | +21.3% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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