+65.7%
DIA vs USB
+40.0%
+25.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.4% |
| 7D | -0.2% | +1.4% | -1.6% | -0.7% |
| 30D | -1.5% | -1.3% | -0.2% | -1.1% |
| 3M | +3.8% | +15.2% | -11.5% | -1.0% |
| 6M | +10.3% | +18.8% | -8.6% | +4.0% |
| YTD | +12.1% | +21.0% | -8.9% | +5.0% |
| 1Y | +18.6% | +34.0% | -15.4% | +7.3% |
| 3Y | +60.6% | +95.3% | -34.7% | +27.6% |
| All | +65.7% | +40.0% | +25.6% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling