+809.5%
DIA vs SPXU
-100.0%
+909.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.1% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -1.5% | +0.8% | -2.4% | -1.2% |
| 3M | +3.8% | -4.7% | +8.5% | +3.0% |
| 6M | +10.3% | -29.6% | +39.9% | +0.7% |
| YTD | +12.1% | -29.9% | +42.0% | +2.6% |
| 1Y | +18.6% | -39.1% | +57.7% | +4.7% |
| 3Y | +60.6% | -80.0% | +140.6% | +9.7% |
| 5Y | +64.4% | -86.0% | +150.5% | +14.6% |
| 10Y | +250.1% | -99.5% | +349.6% | +17.5% |
| All | +809.5% | -100.0% | +909.5% | +20.5% |
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