+11.8%
DIA vs NI
+8.7%
+3.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +2.1% | +4.3% | -2.2% | +1.4% |
| 30D | +1.5% | +12.4% | -10.9% | 0.0% |
| 3M | -2.4% | +10.2% | -12.6% | -3.7% |
| 6M | +6.0% | -0.8% | +6.8% | +5.9% |
| YTD | +10.1% | +13.2% | -3.2% | +7.4% |
| 1Y | +11.8% | +10.1% | +1.7% | +9.8% |
| All | +11.8% | +8.7% | +3.1% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling