+1,129.1%
DIA vs USB
+756.4%
+372.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.3% |
| 6M | +10.3% | +18.8% | -8.6% | +3.6% |
| YTD | +12.1% | +21.0% | -8.9% | +4.5% |
| 1Y | +18.6% | +34.0% | -15.4% | +6.6% |
| 3Y | +60.6% | +95.3% | -34.7% | +24.4% |
| 5Y | +64.4% | +40.4% | +24.1% | +39.1% |
| 10Y | +250.1% | +107.3% | +142.8% | +150.3% |
| All | +1,129.1% | +756.4% | +372.7% | +347.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling