+1,105.4%
DIA vs ES
+1,297.0%
-191.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.7% |
| 7D | +1.6% | -1.1% | +2.7% | +2.0% |
| 30D | +1.2% | +8.2% | -7.0% | -1.7% |
| 3M | -2.4% | +0.6% | -3.0% | -2.8% |
| 6M | +5.7% | +6.0% | -0.3% | +3.0% |
| YTD | +9.9% | +9.3% | +0.6% | +5.5% |
| 1Y | +9.8% | +1.1% | +8.7% | +7.9% |
| 3Y | +59.8% | +51.9% | +7.8% | +31.8% |
| 5Y | +57.7% | +6.5% | +51.2% | +47.1% |
| 10Y | +235.8% | +94.8% | +141.0% | +141.2% |
| All | +1,105.4% | +1,297.0% | -191.6% | +362.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling