+105.6%
DIA vs U
-31.3%
+136.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -0.8% |
| 7D | -0.9% | +36.6% | -37.5% | -3.4% |
| 30D | +0.3% | +13.3% | -13.1% | -0.9% |
| 3M | -4.5% | +26.2% | -30.7% | -6.5% |
| 6M | +3.4% | +88.7% | -85.4% | -2.1% |
| YTD | +7.8% | +16.6% | -8.8% | +4.7% |
| 1Y | +10.7% | +29.0% | -18.2% | +6.6% |
| 3Y | +57.5% | +99.5% | -42.0% | +41.6% |
| 5Y | +53.7% | -66.1% | +119.8% | +44.9% |
| All | +105.6% | -31.3% | +136.9% | +86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling