+32.9%
DIS vs DIA
+238.0%
-205.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | -0.2% |
| 7D | +0.6% | -1.6% | +2.2% | +2.2% |
| 30D | +10.3% | +1.3% | +9.0% | +8.7% |
| 3M | +15.6% | -2.1% | +17.6% | +17.9% |
| 6M | +15.1% | +6.2% | +8.9% | +7.6% |
| YTD | +6.0% | +10.3% | -4.4% | -4.9% |
| 1Y | +5.7% | +11.0% | -5.3% | -5.6% |
| 3Y | +39.8% | +60.4% | -20.6% | -15.2% |
| 5Y | -23.9% | +59.1% | -83.0% | -52.9% |
| 10Y | +32.9% | +237.1% | -204.1% | -56.7% |
| All | +32.9% | +238.0% | -205.0% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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