+57.1%
DIA vs DT
-42.7%
+99.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +0.9% | +2.0% |
| 7D | +0.8% | -20.2% | +21.0% | +4.1% |
| 30D | +1.4% | -30.8% | +32.2% | +7.0% |
| 3M | -2.7% | -10.2% | +7.5% | -1.6% |
| 6M | +6.2% | +8.0% | -1.8% | +3.7% |
| YTD | +10.1% | +1.5% | +8.7% | +8.1% |
| 1Y | +13.0% | -6.9% | +19.9% | +12.6% |
| 3Y | +61.9% | -10.9% | +72.8% | +60.6% |
| 5Y | +57.1% | -42.2% | +99.2% | +60.2% |
| All | +57.1% | -42.7% | +99.8% | +60.2% |
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 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