+62.5%
T vs DIA
+235.1%
-172.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +2.5% | +2.1% | +0.4% | +1.2% |
| 30D | -3.8% | +1.5% | -5.3% | -4.7% |
| 3M | -8.7% | -2.4% | -6.3% | -7.5% |
| 6M | -8.1% | +6.0% | -14.1% | -11.8% |
| YTD | -6.4% | +10.1% | -16.5% | -12.8% |
| 1Y | -9.8% | +11.8% | -21.6% | -16.8% |
| 3Y | +65.5% | +59.7% | +5.8% | +16.9% |
| 5Y | +57.0% | +57.9% | -0.9% | +10.8% |
| All | +62.5% | +235.1% | -172.6% | -36.7% |
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