+366.7%
T vs DIA
+1,097.0%
-730.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | +1.0% | -0.9% | +2.0% | +1.7% |
| 30D | -10.6% | +0.3% | -10.9% | -10.9% |
| 3M | -7.7% | -4.5% | -3.2% | -4.7% |
| 6M | -13.3% | +3.4% | -16.7% | -15.9% |
| YTD | -8.8% | +7.8% | -16.5% | -14.7% |
| 1Y | -8.4% | +10.7% | -19.1% | -16.2% |
| 3Y | +59.6% | +57.5% | +2.1% | +9.0% |
| 5Y | +52.1% | +53.7% | -1.6% | +4.8% |
| 10Y | +56.9% | +247.2% | -190.3% | -45.1% |
| All | +366.7% | +1,097.0% | -730.2% | -37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling