+1,107.4%
DIA vs ROL
+4,685.3%
-3,577.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.5% |
| 7D | +0.8% | +7.5% | -6.8% | -1.5% |
| 30D | +1.4% | +21.1% | -19.7% | -4.7% |
| 3M | -2.7% | +3.1% | -5.8% | -4.1% |
| 6M | +6.2% | -27.4% | +33.6% | +16.4% |
| YTD | +10.1% | -34.7% | +44.8% | +24.3% |
| 1Y | +13.0% | -32.9% | +46.0% | +26.4% |
| 3Y | +61.9% | +6.1% | +55.7% | +53.9% |
| 5Y | +57.1% | +16.3% | +40.7% | +42.2% |
| 10Y | +240.9% | +214.9% | +26.0% | +116.0% |
| All | +1,107.4% | +4,685.3% | -3,577.9% | +219.3% |
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