+64.1%
DIA vs NTRS
+93.2%
-29.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | -1.6% | +1.4% | -2.9% | -2.0% |
| 30D | -2.0% | -0.7% | -1.4% | -1.9% |
| 3M | +3.6% | +11.3% | -7.7% | -0.1% |
| 6M | +11.5% | +35.5% | -24.0% | +0.4% |
| YTD | +10.4% | +40.6% | -30.2% | -2.1% |
| 1Y | +15.6% | +49.2% | -33.6% | +0.4% |
| 3Y | +58.9% | +167.2% | -108.4% | +11.9% |
| All | +64.1% | +93.2% | -29.1% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 5y: compounded portfolio wealth divided by compounded NTRS 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…
5y analysis · Full analysis span regression · 6 months rolling