+68.2%
SPY vs DIA
+53.4%
+14.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | -2.7% | -0.9% | -1.8% | -1.7% |
| 30D | -5.4% | +0.3% | -5.7% | -5.7% |
| 3M | -4.1% | -4.5% | +0.4% | +0.6% |
| 6M | +0.7% | +3.4% | -2.6% | -3.0% |
| YTD | +8.7% | +7.8% | +0.9% | -0.1% |
| 1Y | +10.9% | +10.7% | +0.1% | -1.1% |
| 3Y | +75.0% | +57.5% | +17.5% | +4.9% |
| All | +68.2% | +53.4% | +14.9% | +3.4% |
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 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