+720.3%
DIA vs MKTX
+1,445.7%
-725.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.1% | +0.4% | -0.4% | 0.0% |
| 30D | -2.1% | +1.0% | -3.0% | -2.2% |
| 3M | +4.2% | +41.3% | -37.1% | -3.1% |
| 6M | +11.9% | -11.3% | +23.2% | +13.2% |
| YTD | +10.8% | -8.6% | +19.4% | +11.3% |
| 1Y | +17.5% | -11.1% | +28.6% | +18.4% |
| 3Y | +59.9% | -24.5% | +84.4% | +62.4% |
| 5Y | +64.1% | -61.4% | +125.6% | +86.0% |
| 10Y | +246.2% | +6.8% | +239.4% | +210.9% |
| All | +720.3% | +1,445.7% | -725.4% | +271.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling