+11.8%
DIA vs Q
+29.7%
-17.9%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.7% | +0.5% |
| 7D | +2.1% | +1.2% | +1.0% | +2.0% |
| 30D | +1.5% | -2.7% | +4.2% | +1.6% |
| 3M | -2.4% | -16.9% | +14.5% | -0.7% |
| 6M | +6.0% | -26.9% | +32.8% | +8.7% |
| YTD | +10.1% | +45.2% | -35.1% | +1.7% |
| 1Y | +11.8% | +38.1% | -26.3% | +4.0% |
| All | +11.8% | +29.7% | -17.9% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling