+895.4%
DIA vs NDAQ
+2,327.9%
-1,432.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.1% |
| 7D | -0.2% | -2.4% | +2.3% | +0.4% |
| 30D | -1.5% | +2.5% | -4.0% | -2.2% |
| 3M | +3.8% | +9.9% | -6.2% | +0.9% |
| 6M | +10.3% | +9.4% | +0.8% | +7.2% |
| YTD | +12.1% | +0.4% | +11.7% | +11.1% |
| 1Y | +18.6% | +4.0% | +14.6% | +16.3% |
| 3Y | +60.6% | +94.4% | -33.8% | +33.5% |
| 5Y | +64.4% | +56.7% | +7.7% | +43.1% |
| 10Y | +250.1% | +375.3% | -125.2% | +133.6% |
| All | +895.4% | +2,327.9% | -1,432.5% | +421.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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