+1,081.8%
DIA vs ROP
+4,184.4%
-3,102.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.7% |
| 7D | -0.9% | +2.1% | -3.1% | -1.7% |
| 30D | +0.3% | +32.9% | -32.7% | -9.9% |
| 3M | -4.5% | +20.3% | -24.8% | -11.2% |
| 6M | +3.4% | +36.8% | -33.4% | -9.0% |
| YTD | +7.8% | +8.1% | -0.3% | +2.7% |
| 1Y | +10.7% | +8.3% | +2.5% | +5.5% |
| 3Y | +57.5% | -3.2% | +60.8% | +55.5% |
| 5Y | +53.7% | +1.7% | +52.0% | +47.9% |
| 10Y | +247.2% | +199.2% | +48.0% | +128.4% |
| All | +1,081.8% | +4,184.4% | -3,102.6% | +277.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling