+377.2%
DIS vs DIA
+1,097.0%
-719.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +5.2% | -0.9% | +6.2% | +6.3% |
| 30D | +11.5% | +0.3% | +11.2% | +11.0% |
| 3M | +11.5% | -4.5% | +16.0% | +17.0% |
| 6M | +8.9% | +3.4% | +5.5% | +4.6% |
| YTD | +3.4% | +7.8% | -4.4% | -5.0% |
| 1Y | +7.2% | +10.7% | -3.6% | -4.3% |
| 3Y | +43.3% | +57.5% | -14.2% | -12.4% |
| 5Y | -31.4% | +53.7% | -85.2% | -56.3% |
| 10Y | +37.1% | +247.2% | -210.1% | -63.9% |
| All | +377.2% | +1,097.0% | -719.7% | -64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling