+246.2%
DIA vs ROP
+134.1%
+112.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.7% | +0.3% |
| 7D | +0.1% | -5.4% | +5.5% | +2.8% |
| 30D | -2.1% | -1.6% | -0.4% | -1.4% |
| 3M | +4.2% | +18.8% | -14.7% | -5.5% |
| 6M | +11.9% | +8.2% | +3.7% | +6.0% |
| YTD | +10.8% | -10.5% | +21.3% | +15.3% |
| 1Y | +17.5% | -23.7% | +41.3% | +33.2% |
| 3Y | +59.9% | -17.9% | +77.8% | +71.7% |
| 5Y | +64.1% | -15.3% | +79.5% | +70.4% |
| 10Y | +246.2% | +133.4% | +112.8% | +110.1% |
| All | +246.2% | +134.1% | +112.1% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling