-23.6%
DIS vs DIA
+57.9%
-81.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.8% |
| 7D | +0.9% | +1.6% | -0.7% | -1.0% |
| 30D | +8.9% | +1.2% | +7.7% | +7.2% |
| 3M | +14.5% | -2.4% | +16.9% | +17.6% |
| 6M | +12.2% | +5.7% | +6.6% | +4.5% |
| YTD | +4.7% | +9.9% | -5.2% | -7.1% |
| 1Y | +2.8% | +9.8% | -7.0% | -8.6% |
| 3Y | +38.1% | +59.8% | -21.6% | -23.9% |
| 5Y | -23.6% | +57.7% | -81.3% | -57.8% |
| All | -23.6% | +57.9% | -81.5% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling