+122.5%
DIA vs NET
+1,381.0%
-1,258.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.6% | +5.7% | +3.3% |
| 7D | +1.6% | -16.4% | +18.0% | +3.1% |
| 30D | +4.1% | -25.8% | +30.0% | +6.7% |
| 3M | -1.0% | -11.5% | +10.5% | -0.4% |
| 6M | +9.7% | +18.9% | -9.3% | +6.7% |
| YTD | +12.2% | +35.2% | -23.0% | +7.0% |
| 1Y | +14.9% | +14.5% | +0.4% | +11.2% |
| 3Y | +64.2% | +313.8% | -249.6% | +38.3% |
| 5Y | +60.9% | +32.6% | +28.3% | +39.9% |
| All | +122.5% | +1,381.0% | -1,258.5% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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