+655.2%
DIA vs XRT
+514.3%
+140.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.0% |
| 7D | -0.2% | +0.8% | -1.0% | -0.6% |
| 30D | -1.5% | -4.2% | +2.7% | +0.6% |
| 3M | +3.8% | +5.1% | -1.3% | +0.9% |
| 6M | +10.3% | +2.4% | +7.9% | +8.5% |
| YTD | +12.1% | +3.2% | +8.9% | +9.8% |
| 1Y | +18.6% | +1.5% | +17.1% | +16.8% |
| 3Y | +60.6% | +40.6% | +20.1% | +31.6% |
| 5Y | +64.4% | -1.0% | +65.4% | +55.8% |
| 10Y | +250.1% | +128.4% | +121.7% | +91.2% |
| All | +655.2% | +514.3% | +140.9% | +110.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling