+11.8%
DIA vs RF
+18.9%
-7.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | +2.1% | +1.9% | +0.2% | +1.5% |
| 30D | +1.5% | +7.3% | -5.8% | -0.8% |
| 3M | -2.4% | -7.9% | +5.5% | +0.1% |
| 6M | +6.0% | +10.5% | -4.6% | +1.9% |
| YTD | +10.1% | +9.6% | +0.4% | +5.2% |
| 1Y | +11.8% | +20.3% | -8.5% | +2.8% |
| All | +11.8% | +18.9% | -7.1% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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