+795.4%
DIA vs SPXU
-100.0%
+895.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | -0.7% |
| 7D | -1.6% | +1.5% | -3.2% | -0.7% |
| 30D | +1.3% | +6.4% | -5.1% | +3.9% |
| 3M | -2.1% | +4.2% | -6.3% | +0.1% |
| 6M | +6.2% | -7.8% | +14.0% | +5.4% |
| YTD | +10.3% | -27.5% | +37.9% | +2.9% |
| 1Y | +11.0% | -27.1% | +38.1% | +4.0% |
| 3Y | +60.4% | -80.8% | +141.2% | +8.3% |
| 5Y | +59.1% | -84.1% | +143.2% | +15.9% |
| 10Y | +237.1% | -99.5% | +336.6% | +14.8% |
| All | +795.4% | -100.0% | +895.3% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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