+240.9%
DIA vs FIVE
+596.6%
-355.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.6% | -3.4% | +1.1% |
| 7D | +0.8% | +6.2% | -5.4% | -0.4% |
| 30D | +1.4% | +18.2% | -16.8% | -1.8% |
| 3M | -2.7% | +3.8% | -6.5% | -3.7% |
| 6M | +6.2% | +13.7% | -7.5% | +2.7% |
| YTD | +10.1% | +34.7% | -24.6% | +2.5% |
| 1Y | +13.0% | +66.6% | -53.6% | +0.8% |
| 3Y | +61.9% | +44.3% | +17.6% | +41.3% |
| 5Y | +57.1% | +18.8% | +38.3% | +38.7% |
| 10Y | +240.9% | +569.2% | -328.3% | +116.7% |
| All | +240.9% | +596.6% | -355.7% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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