+251.0%
DIA vs ROL
+205.3%
+45.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.4% |
| 7D | -1.2% | -3.3% | +2.0% | -0.2% |
| 30D | -2.7% | -7.2% | +4.5% | -0.5% |
| 3M | +3.3% | -27.0% | +30.2% | +13.4% |
| 6M | +10.4% | -39.5% | +49.9% | +28.5% |
| YTD | +10.0% | -41.8% | +51.8% | +29.1% |
| 1Y | +16.2% | -38.9% | +55.0% | +33.7% |
| 3Y | +58.7% | -0.4% | +59.1% | +52.0% |
| 5Y | +63.6% | -4.2% | +67.8% | +55.0% |
| 10Y | +251.0% | +208.2% | +42.8% | +117.7% |
| All | +251.0% | +205.3% | +45.7% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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