+65.7%
DIA vs ROL
-3.8%
+69.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.6% |
| 7D | -0.2% | -1.4% | +1.2% | +0.1% |
| 30D | -1.5% | -4.1% | +2.6% | -0.7% |
| 3M | +3.8% | -22.5% | +26.3% | +9.2% |
| 6M | +10.3% | -37.7% | +47.9% | +21.8% |
| YTD | +12.1% | -39.6% | +51.7% | +24.4% |
| 1Y | +18.6% | -36.0% | +54.7% | +29.6% |
| 3Y | +60.6% | -5.1% | +65.8% | +57.8% |
| All | +65.7% | -3.8% | +69.5% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling