+64.1%
DIA vs DT
-28.6%
+92.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.6% |
| 7D | +0.1% | -4.9% | +4.9% | +0.8% |
| 30D | -2.1% | +2.7% | -4.8% | -2.6% |
| 3M | +4.2% | +20.0% | -15.8% | +0.8% |
| 6M | +11.9% | +28.0% | -16.1% | +6.5% |
| YTD | +10.8% | +16.0% | -5.2% | +7.1% |
| 1Y | +17.5% | +0.7% | +16.8% | +16.2% |
| 3Y | +59.9% | +6.2% | +53.8% | +54.8% |
| 5Y | +64.1% | -28.1% | +92.3% | +58.0% |
| All | +64.1% | -28.6% | +92.8% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling