+237.1%
DIA vs ES
+92.3%
+144.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | +1.3% | +6.7% | -5.4% | -0.9% |
| 3M | -2.1% | +0.3% | -2.4% | -2.4% |
| 6M | +6.2% | +7.4% | -1.2% | +3.4% |
| YTD | +10.3% | +8.4% | +2.0% | +6.6% |
| 1Y | +11.0% | +0.6% | +10.4% | +9.5% |
| 3Y | +60.4% | +50.6% | +9.7% | +33.8% |
| 5Y | +59.1% | +4.8% | +54.3% | +50.9% |
| 10Y | +237.1% | +93.1% | +144.0% | +189.5% |
| All | +237.1% | +92.3% | +144.7% | +189.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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