+11.8%
DIA vs ROL
-31.8%
+43.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.4% | -0.1% |
| 7D | +2.1% | +3.0% | -0.8% | +1.9% |
| 30D | +1.5% | +19.8% | -18.3% | 0.0% |
| 3M | -2.4% | +7.9% | -10.3% | -2.9% |
| 6M | +6.0% | -25.6% | +31.6% | +9.5% |
| YTD | +10.1% | -34.1% | +44.2% | +15.1% |
| 1Y | +11.8% | -31.4% | +43.2% | +16.0% |
| All | +11.8% | -31.8% | +43.7% | +16.0% |
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