+57.5%
DIA vs USB
+89.5%
-31.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | +0.3% | +5.8% | -5.6% | -1.8% |
| 3M | -4.5% | -6.0% | +1.5% | -2.4% |
| 6M | +3.4% | +7.8% | -4.4% | +0.2% |
| YTD | +7.8% | +14.6% | -6.8% | +1.9% |
| 1Y | +10.7% | +31.8% | -21.0% | -0.7% |
| 3Y | +57.5% | +91.5% | -34.0% | +26.6% |
| All | +57.5% | +89.5% | -31.9% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 3y: compounded portfolio wealth divided by compounded USB 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…
3y analysis · Full analysis span regression · 6 months rolling