+235.9%
DIA vs O
+78.3%
+157.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.9% | +3.5% | -2.6% | -0.4% |
| 30D | +1.1% | +10.4% | -9.3% | -2.6% |
| 3M | -2.9% | -2.4% | -0.4% | -2.1% |
| 6M | +5.9% | -1.2% | +7.1% | +6.0% |
| YTD | +9.8% | +10.4% | -0.6% | +5.1% |
| 1Y | +11.7% | +11.4% | +0.3% | +6.5% |
| 3Y | +59.5% | +40.4% | +19.1% | +37.3% |
| 5Y | +57.5% | +12.1% | +45.4% | +47.1% |
| 10Y | +235.9% | +82.7% | +153.2% | +174.1% |
| All | +235.9% | +78.3% | +157.6% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling