+57.7%
DIA vs M
-4.1%
+61.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | +1.6% | +0.6% | +1.0% | +1.5% |
| 30D | +1.2% | +7.0% | -5.8% | +0.2% |
| 3M | -2.4% | +3.1% | -5.6% | -3.1% |
| 6M | +5.7% | +33.5% | -27.8% | +0.8% |
| YTD | +9.9% | +13.4% | -3.5% | +7.0% |
| 1Y | +9.8% | +22.4% | -12.6% | +5.6% |
| 3Y | +59.8% | +150.9% | -91.1% | +32.7% |
| 5Y | +57.7% | -3.0% | +60.7% | +44.6% |
| All | +57.7% | -4.1% | +61.8% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling