+249.2%
DIA vs LIN
+358.9%
-109.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | 0.0% |
| 7D | -0.2% | -2.1% | +1.9% | +0.9% |
| 30D | -1.5% | -2.4% | +0.9% | -0.3% |
| 3M | +3.8% | -5.6% | +9.3% | +6.5% |
| 6M | +10.3% | -3.4% | +13.7% | +11.4% |
| YTD | +12.1% | +13.1% | -1.0% | +3.7% |
| 1Y | +18.6% | +2.5% | +16.2% | +15.6% |
| 3Y | +60.6% | +27.6% | +33.0% | +37.2% |
| 5Y | +64.4% | +63.0% | +1.4% | +19.4% |
| All | +249.2% | +358.9% | -109.6% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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