+9.8%
DIA vs NEM
+25.7%
-15.9%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.2% |
| 7D | +1.6% | -5.9% | +7.5% | +2.4% |
| 30D | +1.2% | -2.6% | +3.8% | +1.4% |
| 3M | -2.4% | -4.2% | +1.8% | -2.2% |
| 6M | +5.7% | -5.5% | +11.1% | +5.6% |
| YTD | +9.9% | +13.5% | -3.6% | +6.0% |
| 1Y | +9.8% | +22.2% | -12.4% | +4.6% |
| All | +9.8% | +25.7% | -15.9% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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