+69.2%
DIA vs S
-56.8%
+126.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -0.2% | -7.7% | +7.5% | +0.5% |
| 30D | -1.5% | -5.3% | +3.8% | -1.2% |
| 3M | +3.8% | +20.3% | -16.5% | +1.8% |
| 6M | +10.3% | +47.4% | -37.1% | +5.8% |
| YTD | +12.1% | +32.5% | -20.4% | +8.4% |
| 1Y | +18.6% | +9.5% | +9.1% | +16.4% |
| 3Y | +60.6% | +15.5% | +45.1% | +54.5% |
| 5Y | +64.4% | -71.2% | +135.6% | +63.7% |
| All | +69.2% | -56.8% | +126.0% | +70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling