+1,110.0%
DIA vs TEVA
+751.5%
+358.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.1% | +0.6% |
| 7D | -1.6% | +2.0% | -3.6% | -1.9% |
| 30D | -2.0% | +1.0% | -3.0% | -2.2% |
| 3M | +3.6% | +7.3% | -3.7% | +2.0% |
| 6M | +11.5% | +21.7% | -10.2% | +7.0% |
| YTD | +10.4% | +18.8% | -8.5% | +6.2% |
| 1Y | +15.6% | +86.5% | -70.9% | +2.1% |
| 3Y | +58.9% | +269.4% | -210.6% | +19.9% |
| 5Y | +65.3% | +303.6% | -238.2% | +18.9% |
| 10Y | +252.2% | -22.9% | +275.1% | +215.1% |
| All | +1,110.0% | +751.5% | +358.5% | +549.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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