+1,106.1%
DIA vs SU
+3,076.5%
-1,970.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.1% |
| 7D | -1.2% | +1.6% | -2.8% | -1.6% |
| 30D | -2.7% | +10.7% | -13.4% | -5.0% |
| 3M | +3.3% | +13.5% | -10.2% | 0.0% |
| 6M | +10.4% | +21.8% | -11.4% | +4.7% |
| YTD | +10.0% | +58.8% | -48.9% | -1.9% |
| 1Y | +16.2% | +72.0% | -55.9% | +1.6% |
| 3Y | +58.7% | +121.7% | -63.0% | +29.1% |
| 5Y | +63.6% | +350.4% | -286.8% | +9.6% |
| 10Y | +251.0% | +264.7% | -13.6% | +131.3% |
| All | +1,106.1% | +3,076.5% | -1,970.5% | +412.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling