+294.9%
DIA vs P
+485.4%
-190.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.7% |
| 7D | -0.2% | +6.5% | -6.7% | -1.1% |
| 30D | -1.5% | +18.8% | -20.4% | -4.5% |
| 3M | +3.8% | +26.7% | -23.0% | -0.8% |
| 6M | +10.3% | +62.2% | -51.9% | +0.7% |
| YTD | +12.1% | +48.5% | -36.4% | +3.2% |
| 1Y | +18.6% | +26.4% | -7.8% | +10.4% |
| 3Y | +60.6% | +159.4% | -98.8% | +25.7% |
| 5Y | +64.4% | +275.8% | -211.4% | +17.1% |
| 10Y | +250.1% | +732.0% | -481.9% | +109.9% |
| All | +294.9% | +485.4% | -190.5% | +136.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling