+57.9%
DIA vs P
+279.3%
-221.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.3% |
| 7D | +2.1% | +11.6% | -9.5% | +1.0% |
| 30D | +1.5% | -23.7% | +25.2% | +3.9% |
| 3M | -2.4% | -8.0% | +5.6% | -2.5% |
| 6M | +6.0% | +27.9% | -21.9% | +1.3% |
| YTD | +10.1% | +61.2% | -51.1% | +1.7% |
| 1Y | +11.8% | +28.6% | -16.8% | +5.2% |
| 3Y | +59.7% | +200.5% | -140.8% | +26.9% |
| All | +57.9% | +279.3% | -221.4% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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