+64.1%
DIA vs SPOT
+108.1%
-44.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.8% |
| 7D | +0.1% | -2.9% | +2.9% | +0.4% |
| 30D | -2.1% | +8.3% | -10.4% | -3.1% |
| 3M | +4.2% | +5.1% | -0.9% | +3.3% |
| 6M | +11.9% | -6.5% | +18.4% | +12.2% |
| YTD | +10.8% | -9.0% | +19.8% | +11.1% |
| 1Y | +17.5% | -26.4% | +43.9% | +21.1% |
| 3Y | +59.9% | +240.0% | -180.1% | +30.3% |
| 5Y | +64.1% | +111.7% | -47.6% | +32.3% |
| All | +64.1% | +108.1% | -44.0% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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