+1,107.4%
DIA vs SPY
+1,175.2%
-67.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | 0.0% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +1.4% | -3.3% | +4.7% | +4.5% |
| 3M | -2.7% | -2.4% | -0.3% | -0.6% |
| 6M | +6.2% | +2.6% | +3.7% | +3.6% |
| YTD | +10.1% | +11.2% | -1.1% | -0.3% |
| 1Y | +13.0% | +13.4% | -0.4% | +0.5% |
| 3Y | +61.9% | +79.9% | -18.0% | -6.5% |
| 5Y | +57.1% | +72.2% | -15.1% | -6.6% |
| 10Y | +240.9% | +307.3% | -66.4% | -7.5% |
| All | +1,107.4% | +1,175.2% | -67.8% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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