+69.3%
DIA vs PL
+46.6%
+22.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +14.5% | -12.3% | +1.3% |
| 7D | +0.8% | +10.9% | -10.1% | 0.0% |
| 30D | +1.4% | -16.4% | +17.8% | +2.3% |
| 3M | -2.7% | -39.9% | +37.3% | +0.1% |
| 6M | +6.2% | -63.2% | +69.4% | +11.8% |
| YTD | +10.1% | -27.1% | +37.2% | +9.5% |
| 1Y | +13.0% | +12.2% | +0.8% | +8.5% |
| 3Y | +61.9% | +584.3% | -522.4% | +28.6% |
| 5Y | +57.1% | +37.0% | +20.1% | +31.7% |
| All | +69.3% | +46.6% | +22.7% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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