+246.2%
DIA vs M
-6.4%
+252.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.7% |
| 7D | +0.1% | +2.4% | -2.3% | -0.3% |
| 30D | -2.1% | -11.6% | +9.5% | -0.3% |
| 3M | +4.2% | +1.6% | +2.5% | +3.6% |
| 6M | +11.9% | +25.2% | -13.3% | +7.7% |
| YTD | +10.8% | +3.8% | +7.1% | +9.4% |
| 1Y | +17.5% | +36.3% | -18.8% | +11.0% |
| 3Y | +59.9% | +116.3% | -56.4% | +35.8% |
| 5Y | +64.1% | +28.2% | +36.0% | +44.1% |
| 10Y | +246.2% | -3.4% | +249.6% | +156.1% |
| All | +246.2% | -6.4% | +252.6% | +156.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded M 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling