+1,081.8%
DIA vs ES
+1,271.3%
-189.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.6% |
| 7D | -0.9% | +1.9% | -2.8% | -1.7% |
| 30D | +0.3% | +7.1% | -6.8% | -2.3% |
| 3M | -4.5% | -1.9% | -2.6% | -4.1% |
| 6M | +3.4% | +4.4% | -1.0% | +1.3% |
| YTD | +7.8% | +7.3% | +0.5% | +4.1% |
| 1Y | +10.7% | +2.1% | +8.6% | +8.4% |
| 3Y | +57.5% | +41.8% | +15.7% | +33.4% |
| 5Y | +53.7% | +1.4% | +52.3% | +46.0% |
| 10Y | +247.2% | +86.8% | +160.4% | +153.2% |
| All | +1,081.8% | +1,271.3% | -189.6% | +356.9% |
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