-9.8%
T vs DIA
+10.3%
-20.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.5% | +2.1% | +0.4% | +2.5% |
| 30D | -3.8% | +1.5% | -5.3% | -3.7% |
| 3M | -8.7% | -2.4% | -6.3% | -8.9% |
| 6M | -8.1% | +6.0% | -14.1% | -7.2% |
| YTD | -6.4% | +10.1% | -16.5% | -5.5% |
| 1Y | -9.8% | +11.8% | -21.6% | -9.1% |
| All | -9.8% | +10.3% | -20.0% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling