+251.0%
DIA vs Z
-5.7%
+256.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.7% |
| 7D | -1.2% | -7.1% | +5.8% | -0.3% |
| 30D | -2.7% | -4.8% | +2.1% | -2.2% |
| 3M | +3.3% | -9.3% | +12.6% | +4.2% |
| 6M | +10.4% | -29.0% | +39.4% | +14.8% |
| YTD | +10.0% | -52.9% | +62.9% | +20.4% |
| 1Y | +16.2% | -63.1% | +79.3% | +31.1% |
| 3Y | +58.7% | -36.9% | +95.6% | +62.6% |
| 5Y | +63.6% | -65.5% | +129.1% | +73.6% |
| 10Y | +251.0% | -3.9% | +254.9% | +191.7% |
| All | +251.0% | -5.7% | +256.7% | +191.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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