+1,086.5%
DIA vs RF
+126.5%
+960.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -3.0% |
| 7D | -1.6% | -1.6% | 0.0% | -1.2% |
| 30D | 0.0% | +5.0% | -5.1% | -1.1% |
| 3M | -4.9% | -10.0% | +5.0% | -2.7% |
| 6M | +5.0% | +3.3% | +1.7% | +4.1% |
| YTD | +8.2% | +7.9% | +0.3% | +6.0% |
| 1Y | +10.3% | +21.2% | -11.0% | +5.2% |
| 3Y | +58.4% | +105.8% | -47.4% | +32.8% |
| 5Y | +54.3% | +43.7% | +10.6% | +37.8% |
| 10Y | +248.6% | +289.4% | -40.9% | +140.8% |
| All | +1,086.5% | +126.5% | +960.0% | +571.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling