+1,086.5%
DIA vs USB
+715.0%
+371.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -2.8% |
| 7D | -1.6% | -1.5% | -0.2% | -1.1% |
| 30D | 0.0% | +4.3% | -4.3% | -1.5% |
| 3M | -4.9% | -6.1% | +1.1% | -3.0% |
| 6M | +5.0% | +9.4% | -4.4% | +1.5% |
| YTD | +8.2% | +15.2% | -7.0% | +2.6% |
| 1Y | +10.3% | +32.8% | -22.5% | -0.5% |
| 3Y | +58.4% | +91.3% | -32.9% | +24.0% |
| 5Y | +54.3% | +22.7% | +31.7% | +36.9% |
| 10Y | +248.6% | +97.0% | +151.5% | +153.5% |
| All | +1,086.5% | +715.0% | +371.5% | +339.5% |
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