+53.3%
DIA vs USB
+21.6%
+31.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.6% |
| 3M | -4.5% | -6.0% | +1.5% | -2.7% |
| 6M | +3.4% | +7.8% | -4.4% | +0.6% |
| YTD | +7.8% | +14.6% | -6.8% | +2.7% |
| 1Y | +10.7% | +31.8% | -21.0% | +0.8% |
| 3Y | +57.5% | +91.5% | -34.0% | +26.4% |
| All | +53.3% | +21.6% | +31.7% | +42.8% |
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