+63.6%
DIA vs TRU
-36.4%
+100.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.6% |
| 7D | -1.2% | -6.5% | +5.2% | +0.2% |
| 30D | -2.7% | -2.5% | -0.2% | -2.3% |
| 3M | +3.3% | +10.4% | -7.1% | +0.5% |
| 6M | +10.4% | +1.6% | +8.8% | +9.1% |
| YTD | +10.0% | -9.7% | +19.7% | +11.1% |
| 1Y | +16.2% | -17.3% | +33.4% | +19.3% |
| 3Y | +58.7% | -1.8% | +60.6% | +53.4% |
| 5Y | +63.6% | -36.2% | +99.8% | +81.0% |
| All | +63.6% | -36.4% | +100.0% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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