+64.1%
DIA vs MKTX
-60.5%
+124.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | -1.6% | -0.2% | -1.3% | -1.5% |
| 30D | -2.0% | +0.7% | -2.8% | -2.1% |
| 3M | +3.6% | +40.8% | -37.2% | -0.5% |
| 6M | +11.5% | -8.0% | +19.5% | +12.4% |
| YTD | +10.4% | -8.7% | +19.1% | +11.3% |
| 1Y | +15.6% | -11.8% | +27.4% | +16.9% |
| 3Y | +58.9% | -24.0% | +82.9% | +60.3% |
| All | +64.1% | -60.5% | +124.6% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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