+64.1%
DIA vs ON
+57.7%
+6.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | -0.5% |
| 7D | +0.1% | -2.2% | +2.2% | +0.3% |
| 30D | -2.1% | -12.4% | +10.4% | -0.3% |
| 3M | +4.2% | -41.2% | +45.4% | +10.8% |
| 6M | +11.9% | +25.0% | -13.1% | +5.0% |
| YTD | +10.8% | +31.3% | -20.4% | +2.9% |
| 1Y | +17.5% | +45.4% | -27.9% | +6.9% |
| 3Y | +59.9% | -27.4% | +87.4% | +55.1% |
| 5Y | +64.1% | +58.5% | +5.7% | +34.0% |
| All | +64.1% | +57.7% | +6.4% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling