+615.2%
DIA vs MA
+17,837.3%
-17,222.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -0.9% | +2.3% | -3.3% | -1.8% |
| 30D | +0.3% | +14.7% | -14.4% | -4.8% |
| 3M | -4.5% | +13.5% | -18.0% | -9.1% |
| 6M | +3.4% | +33.1% | -29.8% | -7.5% |
| YTD | +7.8% | +15.1% | -7.3% | +1.4% |
| 1Y | +10.7% | +18.7% | -8.0% | +3.0% |
| 3Y | +57.5% | +72.1% | -14.5% | +27.0% |
| 5Y | +53.7% | +92.8% | -39.1% | +17.2% |
| 10Y | +247.2% | +571.6% | -324.5% | +71.8% |
| All | +615.2% | +17,837.3% | -17,222.1% | +74.3% |
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