+1,129.1%
DIA vs O
+2,386.8%
-1,257.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -0.2% | -0.7% | +0.6% | +0.1% |
| 30D | -1.5% | -1.9% | +0.4% | -0.9% |
| 3M | +3.8% | +3.8% | -0.1% | +2.2% |
| 6M | +10.3% | -4.7% | +15.0% | +11.8% |
| YTD | +12.1% | +12.5% | -0.4% | +7.2% |
| 1Y | +18.6% | +10.8% | +7.8% | +13.9% |
| 3Y | +60.6% | +28.8% | +31.9% | +44.9% |
| 5Y | +64.4% | +13.2% | +51.2% | +54.2% |
| 10Y | +250.1% | +53.5% | +196.6% | +182.9% |
| All | +1,129.1% | +2,386.8% | -1,257.8% | +254.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling