+17.5%
DIA vs EW
+7.6%
+9.9%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.5% |
| 7D | +0.1% | -4.4% | +4.5% | +0.8% |
| 30D | -2.1% | -3.3% | +1.3% | -1.5% |
| 3M | +4.2% | +1.0% | +3.1% | +3.9% |
| 6M | +11.9% | +6.2% | +5.7% | +10.6% |
| YTD | +10.8% | +1.7% | +9.1% | +10.4% |
| 1Y | +17.5% | +8.1% | +9.4% | +16.0% |
| All | +17.5% | +7.6% | +9.9% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling