+57.5%
DIA vs ROP
-3.5%
+61.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.3% |
| 7D | -0.9% | +2.1% | -3.1% | -1.4% |
| 30D | +0.3% | +32.9% | -32.7% | -6.6% |
| 3M | -4.5% | +20.3% | -24.8% | -8.8% |
| 6M | +3.4% | +36.8% | -33.4% | -5.2% |
| YTD | +7.8% | +8.1% | -0.3% | +8.1% |
| 1Y | +10.7% | +8.3% | +2.5% | +10.9% |
| 3Y | +57.5% | -3.2% | +60.8% | +64.6% |
| All | +57.5% | -3.5% | +61.1% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling