+1,129.1%
DIA vs M
+108.3%
+1,020.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.1% |
| 7D | -0.2% | +4.7% | -4.9% | -1.1% |
| 30D | -1.5% | -9.6% | +8.1% | +0.5% |
| 3M | +3.8% | +0.9% | +2.9% | +3.1% |
| 6M | +10.3% | +22.3% | -12.0% | +5.0% |
| YTD | +12.1% | +6.5% | +5.6% | +9.4% |
| 1Y | +18.6% | +38.8% | -20.1% | +9.2% |
| 3Y | +60.6% | +115.9% | -55.3% | +27.7% |
| 5Y | +64.4% | +28.6% | +35.8% | +36.0% |
| 10Y | +250.1% | -2.5% | +252.6% | +157.5% |
| All | +1,129.1% | +108.3% | +1,020.8% | +452.9% |
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