+16.2%
DIA vs ROL
-38.8%
+55.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.7% |
| 7D | -1.2% | -3.3% | +2.0% | -1.0% |
| 30D | -2.7% | -7.2% | +4.5% | -2.1% |
| 3M | +3.3% | -27.0% | +30.2% | +6.0% |
| 6M | +10.4% | -39.5% | +49.9% | +15.6% |
| YTD | +10.0% | -41.8% | +51.8% | +15.6% |
| 1Y | +16.2% | -38.9% | +55.0% | +22.4% |
| All | +16.2% | -38.8% | +55.0% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling