+251.0%
DIA vs ON
+564.6%
-313.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.2% | -1.9% | +0.6% | -0.9% |
| 30D | -2.7% | -11.0% | +8.3% | -0.6% |
| 3M | +3.3% | -39.3% | +42.6% | +11.6% |
| 6M | +10.4% | +19.8% | -9.4% | +2.8% |
| YTD | +10.0% | +31.1% | -21.1% | +0.1% |
| 1Y | +16.2% | +46.0% | -29.8% | +2.7% |
| 3Y | +58.7% | -27.5% | +86.3% | +53.5% |
| 5Y | +63.6% | +56.9% | +6.7% | +23.7% |
| 10Y | +251.0% | +591.8% | -340.8% | +77.7% |
| All | +251.0% | +564.6% | -313.6% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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