+304.8%
SPY vs DIA
+238.3%
+66.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.1% |
| 7D | -0.6% | +0.9% | -1.5% | -1.4% |
| 30D | -3.7% | +1.1% | -4.8% | -4.7% |
| 3M | -2.7% | -2.9% | +0.1% | 0.0% |
| 6M | +2.2% | +5.9% | -3.7% | -3.4% |
| YTD | +10.8% | +9.8% | +1.1% | +1.1% |
| 1Y | +11.2% | +11.7% | -0.5% | -0.3% |
| 3Y | +76.5% | +59.5% | +16.9% | +12.3% |
| 5Y | +72.9% | +57.5% | +15.4% | +11.9% |
| 10Y | +304.8% | +235.9% | +68.9% | +28.7% |
| All | +304.8% | +238.3% | +66.6% | +28.7% |
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