+113.8%
DIA vs U
-44.5%
+158.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | -0.2% | -3.8% | +3.6% | +0.1% |
| 30D | -1.5% | +17.5% | -19.0% | -2.8% |
| 3M | +3.8% | +38.7% | -35.0% | +0.9% |
| 6M | +10.3% | +104.4% | -94.1% | +3.8% |
| YTD | +12.1% | -5.7% | +17.8% | +11.0% |
| 1Y | +18.6% | +3.7% | +15.0% | +16.0% |
| 3Y | +60.6% | +12.3% | +48.3% | +50.9% |
| 5Y | +64.4% | -68.8% | +133.2% | +57.3% |
| All | +113.8% | -44.5% | +158.2% | +97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling