+11.7%
DIA vs ROP
+7.7%
+4.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | +0.9% | +0.2% | +0.7% | +0.9% |
| 30D | +1.1% | +30.3% | -29.2% | -0.6% |
| 3M | -2.9% | +17.8% | -20.6% | -3.9% |
| 6M | +5.9% | +38.9% | -33.0% | +3.4% |
| YTD | +9.8% | +7.6% | +2.2% | +12.1% |
| 1Y | +11.7% | +6.5% | +5.2% | +14.5% |
| All | +11.7% | +7.7% | +4.1% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling