-41.1%
DIS vs DIA
+64.7%
-105.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.1% |
| 7D | -2.6% | -0.2% | -2.4% | -2.4% |
| 30D | +3.5% | -1.5% | +5.0% | +5.3% |
| 3M | +6.8% | +3.8% | +3.1% | +2.0% |
| 6M | +3.0% | +10.3% | -7.3% | -8.7% |
| YTD | -6.7% | +12.1% | -18.8% | -19.0% |
| 1Y | -10.1% | +18.6% | -28.7% | -27.2% |
| 3Y | +33.0% | +60.6% | -27.6% | -27.1% |
| All | -41.1% | +64.7% | -105.7% | -69.1% |
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