+65.7%
DIA vs S
-49.1%
+114.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +0.9% | +1.4% | -0.5% | +0.8% |
| 30D | +1.1% | -10.8% | +11.9% | +1.9% |
| 3M | -2.9% | +5.4% | -8.3% | -3.8% |
| 6M | +5.9% | +41.2% | -35.3% | +2.0% |
| YTD | +9.8% | +56.2% | -46.4% | +4.3% |
| 1Y | +11.7% | +36.3% | -24.6% | +7.3% |
| 3Y | +59.5% | +49.4% | +10.1% | +49.9% |
| 5Y | +57.5% | -66.9% | +124.4% | +54.8% |
| All | +65.7% | -49.1% | +114.8% | +64.3% |
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