+1,107.4%
DIA vs M
+127.4%
+980.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.1% | -5.9% | +0.5% |
| 7D | +0.8% | +2.5% | -1.8% | +0.2% |
| 30D | +1.4% | +10.1% | -8.6% | -0.7% |
| 3M | -2.7% | -0.9% | -1.8% | -2.9% |
| 6M | +6.2% | +30.2% | -23.9% | -0.3% |
| YTD | +10.1% | +16.3% | -6.2% | +5.2% |
| 1Y | +13.0% | +27.0% | -14.0% | +5.8% |
| 3Y | +61.9% | +154.5% | -92.6% | +24.3% |
| 5Y | +57.1% | -1.1% | +58.1% | +38.7% |
| 10Y | +240.9% | +0.5% | +240.4% | +149.4% |
| All | +1,107.4% | +127.4% | +980.0% | +431.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling