+53.3%
DIA vs S
-67.4%
+120.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.5% |
| 7D | -0.9% | -13.4% | +12.5% | +0.3% |
| 30D | +0.3% | -14.0% | +14.2% | +1.5% |
| 3M | -4.5% | +4.9% | -9.4% | -5.4% |
| 6M | +3.4% | +42.0% | -38.7% | -0.9% |
| YTD | +7.8% | +45.1% | -37.4% | +2.7% |
| 1Y | +10.7% | +33.1% | -22.3% | +6.3% |
| 3Y | +57.5% | +40.6% | +16.9% | +48.0% |
| All | +53.3% | -67.4% | +120.7% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling