+59.7%
DIA vs M
+158.0%
-98.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | +2.1% | +7.0% | -4.9% | +1.2% |
| 30D | +1.5% | +8.9% | -7.4% | +0.3% |
| 3M | -2.4% | +4.5% | -6.9% | -3.2% |
| 6M | +6.0% | +36.2% | -30.2% | +1.4% |
| YTD | +10.1% | +15.1% | -5.1% | +7.3% |
| 1Y | +11.8% | +27.4% | -15.6% | +7.5% |
| 3Y | +59.7% | +160.1% | -100.4% | +42.8% |
| All | +59.7% | +158.0% | -98.3% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling