+307.8%
SPY vs DIA
+235.1%
+72.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +2.6% | +2.1% | +0.5% | +0.5% |
| 30D | -2.0% | +1.5% | -3.5% | -3.4% |
| 3M | -2.8% | -2.4% | -0.4% | -0.5% |
| 6M | +2.1% | +6.0% | -3.8% | -3.5% |
| YTD | +11.5% | +10.1% | +1.4% | +1.4% |
| 1Y | +13.5% | +11.8% | +1.7% | +1.6% |
| 3Y | +77.7% | +59.7% | +18.0% | +12.9% |
| 5Y | +72.6% | +57.9% | +14.7% | +11.4% |
| All | +307.8% | +235.1% | +72.8% | +29.6% |
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