+9.3%
DIA vs Q
+66.4%
-57.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.3% | -6.7% | -1.0% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | +0.3% | -9.8% | +10.1% | +1.2% |
| 3M | -4.5% | -12.2% | +7.7% | -3.5% |
| 6M | +3.4% | -21.6% | +25.0% | +4.8% |
| YTD | +7.8% | +43.6% | -35.8% | +0.4% |
| 1Y | +10.7% | +25.7% | -14.9% | +4.4% |
| All | +9.3% | +66.4% | -57.1% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling