+279.7%
DIA vs P
+469.1%
-189.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.9% |
| 7D | -0.9% | -23.8% | +22.9% | +2.6% |
| 30D | +0.3% | -36.6% | +36.9% | +6.3% |
| 3M | -4.5% | +10.9% | -15.4% | -7.4% |
| 6M | +3.4% | +30.0% | -26.6% | -3.2% |
| YTD | +7.8% | +44.4% | -36.6% | -1.4% |
| 1Y | +10.7% | +3.9% | +6.8% | +5.4% |
| 3Y | +57.5% | +176.6% | -119.1% | +20.7% |
| 5Y | +53.7% | +249.3% | -195.5% | +9.7% |
| 10Y | +247.2% | +726.9% | -479.7% | +106.7% |
| All | +279.7% | +469.1% | -189.4% | +126.2% |
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