+272.7%
DIA vs TRU
+238.0%
+34.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | +1.2% |
| 7D | -0.2% | -6.8% | +6.6% | +1.8% |
| 30D | -1.5% | 0.0% | -1.6% | -1.7% |
| 3M | +3.8% | +13.3% | -9.5% | -0.8% |
| 6M | +10.3% | +3.4% | +6.8% | +7.8% |
| YTD | +12.1% | -6.4% | +18.5% | +12.2% |
| 1Y | +18.6% | -9.7% | +28.3% | +19.3% |
| 3Y | +60.6% | +0.1% | +60.5% | +49.1% |
| 5Y | +64.3% | -34.0% | +98.3% | +74.1% |
| 10Y | +249.8% | +147.9% | +102.0% | +142.1% |
| All | +272.7% | +238.0% | +34.7% | +142.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling