+67.3%
DIA vs S
-57.8%
+125.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.1% | -0.9% |
| 7D | +0.1% | -5.8% | +5.9% | +0.6% |
| 30D | -2.1% | -9.2% | +7.1% | -1.4% |
| 3M | +4.2% | +23.4% | -19.2% | +1.9% |
| 6M | +11.9% | +36.9% | -25.0% | +8.1% |
| YTD | +10.8% | +29.5% | -18.7% | +7.4% |
| 1Y | +17.5% | +5.4% | +12.1% | +15.7% |
| 3Y | +59.9% | +14.7% | +45.2% | +54.0% |
| 5Y | +64.1% | -71.5% | +135.7% | +63.8% |
| All | +67.3% | -57.8% | +125.0% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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