+10.3%
DIA vs LIN
-4.0%
+14.2%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.5% |
| 7D | -0.2% | -2.1% | +1.9% | 0.0% |
| 30D | -1.5% | -2.4% | +0.9% | -1.3% |
| 3M | +3.8% | -5.6% | +9.3% | +4.3% |
| 6M | +10.3% | -3.4% | +13.7% | +10.7% |
| All | +10.3% | -4.0% | +14.2% | +10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling