+430.0%
DIA vs FIVE
+822.5%
-392.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.9% | -0.3% | -0.7% | -0.9% |
| 30D | +0.3% | +17.7% | -17.4% | -2.5% |
| 3M | -4.5% | +4.0% | -8.5% | -5.4% |
| 6M | +3.4% | +2.6% | +0.7% | +2.1% |
| YTD | +7.8% | +27.6% | -19.8% | +2.1% |
| 1Y | +10.7% | +59.9% | -49.2% | +0.8% |
| 3Y | +57.5% | +35.8% | +21.8% | +40.8% |
| 5Y | +53.7% | +14.4% | +39.3% | +37.8% |
| 10Y | +247.2% | +576.1% | -329.0% | +129.6% |
| All | +430.0% | +822.5% | -392.5% | +233.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling