+1,129.1%
DIA vs ROL
+4,329.6%
-3,200.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.7% |
| 7D | -0.2% | -1.4% | +1.2% | +0.3% |
| 30D | -1.5% | -4.1% | +2.6% | -0.3% |
| 3M | +3.8% | -22.5% | +26.3% | +11.9% |
| 6M | +10.3% | -37.7% | +47.9% | +27.2% |
| YTD | +12.1% | -39.6% | +51.7% | +30.2% |
| 1Y | +18.6% | -36.0% | +54.7% | +34.8% |
| 3Y | +60.6% | -5.1% | +65.8% | +58.3% |
| 5Y | +64.4% | -3.4% | +67.8% | +58.1% |
| 10Y | +250.1% | +215.2% | +34.8% | +122.4% |
| All | +1,129.1% | +4,329.6% | -3,200.5% | +234.4% |
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 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