+643.9%
DIA vs MA
+15,793.6%
-15,149.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | -0.2% | -2.7% | +2.5% | +0.8% |
| 30D | -1.5% | +1.5% | -3.1% | -2.2% |
| 3M | +3.8% | +20.4% | -16.7% | -3.4% |
| 6M | +10.3% | +11.1% | -0.9% | +5.4% |
| YTD | +12.1% | +2.0% | +10.1% | +10.5% |
| 1Y | +18.6% | -2.2% | +20.8% | +18.6% |
| 3Y | +60.6% | +41.9% | +18.7% | +39.1% |
| 5Y | +64.4% | +75.4% | -10.9% | +29.7% |
| 10Y | +250.1% | +527.5% | -277.5% | +78.4% |
| All | +643.9% | +15,793.6% | -15,149.7% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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