+1,103.7%
DIA vs ROL
+4,670.4%
-3,566.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +0.9% | +3.4% | -2.5% | -0.2% |
| 30D | +1.1% | +20.8% | -19.6% | -4.9% |
| 3M | -2.9% | +3.7% | -6.6% | -4.4% |
| 6M | +5.9% | -27.7% | +33.6% | +16.1% |
| YTD | +9.8% | -34.9% | +44.7% | +24.0% |
| 1Y | +11.7% | -33.3% | +45.0% | +25.2% |
| 3Y | +59.5% | +4.3% | +55.2% | +52.5% |
| 5Y | +57.5% | +15.0% | +42.6% | +43.2% |
| 10Y | +235.9% | +214.7% | +21.2% | +112.9% |
| All | +1,103.7% | +4,670.4% | -3,566.7% | +218.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling