+246.2%
DIA vs XRT
+123.1%
+123.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -0.2% |
| 7D | +0.1% | -0.3% | +0.3% | +0.2% |
| 30D | -2.1% | -5.6% | +3.6% | +0.5% |
| 3M | +4.2% | +2.5% | +1.6% | +2.7% |
| 6M | +11.9% | +3.7% | +8.2% | +9.7% |
| YTD | +10.8% | +1.0% | +9.9% | +9.9% |
| 1Y | +17.5% | -1.2% | +18.7% | +17.4% |
| 3Y | +59.9% | +43.4% | +16.6% | +33.1% |
| 5Y | +64.1% | -0.7% | +64.9% | +57.2% |
| 10Y | +246.2% | +123.7% | +122.5% | +84.4% |
| All | +246.2% | +123.1% | +123.1% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling