+1,107.0%
DIA vs NI
+1,370.2%
-263.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +2.1% | +4.3% | -2.2% | +0.5% |
| 30D | +1.5% | +12.4% | -10.9% | -2.9% |
| 3M | -2.4% | +10.2% | -12.6% | -6.0% |
| 6M | +6.0% | -0.8% | +6.8% | +5.9% |
| YTD | +10.1% | +13.2% | -3.2% | +4.4% |
| 1Y | +11.8% | +10.1% | +1.7% | +7.1% |
| 3Y | +59.7% | +103.1% | -43.4% | +19.8% |
| 5Y | +57.9% | +115.5% | -57.7% | +14.2% |
| 10Y | +236.2% | +195.5% | +40.7% | +109.3% |
| All | +1,107.0% | +1,370.2% | -263.2% | +277.8% |
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