+128.6%
DIA vs DT
+103.5%
+25.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | -0.2% | -3.3% | +3.1% | +0.4% |
| 30D | -1.5% | +2.0% | -3.6% | -2.0% |
| 3M | +3.8% | +20.0% | -16.2% | 0.0% |
| 6M | +10.3% | +39.3% | -29.0% | +2.6% |
| YTD | +12.1% | +19.8% | -7.7% | +7.0% |
| 1Y | +18.6% | +4.3% | +14.4% | +16.1% |
| 3Y | +60.6% | +7.7% | +52.9% | +54.1% |
| 5Y | +64.4% | -26.8% | +91.3% | +63.4% |
| All | +128.6% | +103.5% | +25.1% | +66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling