+57.5%
DIA vs ES
+46.3%
+11.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | 0.0% |
| 7D | -0.9% | +1.9% | -2.8% | -1.3% |
| 30D | +0.3% | +7.1% | -6.8% | -0.8% |
| 3M | -4.5% | -1.9% | -2.6% | -4.3% |
| 6M | +3.4% | +4.4% | -1.0% | +2.5% |
| YTD | +7.8% | +7.3% | +0.5% | +6.2% |
| 1Y | +10.7% | +2.1% | +8.6% | +9.7% |
| 3Y | +57.5% | +41.8% | +15.7% | +45.7% |
| All | +57.5% | +46.3% | +11.2% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling