+14.9%
DIA vs U
+17.5%
-2.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.9% | -1.8% | +2.9% |
| 7D | +1.6% | +7.5% | -5.9% | +1.2% |
| 30D | +4.1% | -7.0% | +11.2% | +4.4% |
| 3M | -1.0% | +20.6% | -21.6% | -2.0% |
| 6M | +9.7% | +53.2% | -43.5% | +7.2% |
| YTD | +12.2% | -3.9% | +16.0% | +11.0% |
| 1Y | +14.9% | +18.4% | -3.5% | +12.0% |
| All | +14.9% | +17.5% | -2.7% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 1y: compounded portfolio wealth divided by compounded U 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…
1y analysis · Full analysis span regression · 6 months rolling