+387.3%
DIS vs DIA
+1,119.2%
-731.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.4% |
| 7D | +4.4% | +0.9% | +3.5% | +3.3% |
| 30D | +10.3% | +1.1% | +9.2% | +8.9% |
| 3M | +15.5% | -2.9% | +18.4% | +19.0% |
| 6M | +11.2% | +5.9% | +5.3% | +4.1% |
| YTD | +5.6% | +9.8% | -4.2% | -4.9% |
| 1Y | +7.7% | +11.7% | -4.0% | -4.7% |
| 3Y | +39.3% | +59.5% | -20.2% | -15.9% |
| 5Y | -29.5% | +57.5% | -87.1% | -56.2% |
| 10Y | +36.3% | +235.9% | -199.7% | -62.8% |
| All | +387.3% | +1,119.2% | -731.9% | -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