+12.1%
DIA vs ROL
-32.4%
+44.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +2.0% |
| 7D | +0.8% | +7.5% | -6.8% | +0.2% |
| 30D | +1.4% | +21.1% | -19.7% | -0.2% |
| 3M | -2.7% | +3.1% | -5.8% | -2.8% |
| 6M | +6.2% | -27.4% | +33.6% | +10.4% |
| YTD | +10.1% | -34.7% | +44.8% | +15.3% |
| All | +12.1% | -32.4% | +44.5% | +16.6% |
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