+240.9%
DIA vs XRT
+163.3%
+77.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +0.5% |
| 7D | +0.8% | +2.5% | -1.7% | -0.3% |
| 30D | +1.4% | +10.3% | -8.9% | -3.1% |
| 3M | -2.7% | +2.4% | -5.1% | -3.9% |
| 6M | +6.2% | +10.0% | -3.8% | +1.3% |
| YTD | +10.1% | +9.5% | +0.6% | +5.1% |
| 1Y | +13.0% | +17.2% | -4.2% | +4.6% |
| 3Y | +61.9% | +62.0% | -0.1% | +27.5% |
| 5Y | +57.1% | -2.1% | +59.2% | +52.1% |
| 10Y | +240.9% | +152.6% | +88.3% | +72.9% |
| All | +240.9% | +163.3% | +77.6% | +72.9% |
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