+36.6%
DIS vs DIA
+248.4%
-211.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.1% | -0.2% |
| 7D | +5.3% | +0.8% | +4.5% | +4.4% |
| 30D | +10.2% | +1.4% | +8.8% | +8.5% |
| 3M | +13.5% | -2.7% | +16.2% | +16.6% |
| 6M | +11.1% | +6.2% | +4.9% | +3.9% |
| YTD | +5.5% | +10.1% | -4.6% | -5.1% |
| 1Y | +9.1% | +13.0% | -3.9% | -4.4% |
| 3Y | +36.0% | +61.9% | -25.9% | -18.3% |
| 5Y | -29.8% | +57.1% | -86.9% | -56.0% |
| 10Y | +36.6% | +240.9% | -204.3% | -54.4% |
| All | +36.6% | +248.4% | -211.8% | -54.4% |
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