+64.1%
DIA vs SU
+348.9%
-284.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.6% | +2.2% | -3.8% | -1.9% |
| 30D | -2.0% | +8.4% | -10.5% | -3.3% |
| 3M | +3.6% | +12.1% | -8.5% | +1.5% |
| 6M | +11.5% | +19.7% | -8.2% | +7.5% |
| YTD | +10.4% | +58.4% | -48.1% | +0.8% |
| 1Y | +15.6% | +67.2% | -51.7% | +4.4% |
| 3Y | +58.9% | +125.0% | -66.2% | +34.1% |
| All | +64.1% | +348.9% | -284.8% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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