+1,129.1%
DIA vs NI
+1,212.6%
-83.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -0.2% | +2.0% | -2.2% | -0.9% |
| 30D | -1.5% | -3.5% | +2.0% | -0.3% |
| 3M | +3.8% | -9.1% | +12.9% | +7.3% |
| 6M | +10.3% | -11.8% | +22.1% | +15.2% |
| YTD | +12.1% | +1.1% | +11.0% | +11.0% |
| 1Y | +18.6% | +6.7% | +11.9% | +14.9% |
| 3Y | +60.6% | +71.1% | -10.5% | +28.3% |
| 5Y | +64.4% | +94.3% | -29.9% | +23.7% |
| 10Y | +250.1% | +135.8% | +114.3% | +136.9% |
| All | +1,129.1% | +1,212.6% | -83.5% | +301.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling