+63.6%
DIA vs NEM
+156.0%
-92.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -1.2% | +3.1% | -4.3% | -1.5% |
| 30D | -2.7% | +10.0% | -12.7% | -3.7% |
| 3M | +3.3% | +30.9% | -27.6% | +0.3% |
| 6M | +10.4% | +10.5% | -0.1% | +8.7% |
| YTD | +10.0% | +29.7% | -19.7% | +6.3% |
| 1Y | +16.2% | +71.1% | -54.9% | +8.9% |
| 3Y | +58.7% | +252.1% | -193.4% | +36.5% |
| 5Y | +63.6% | +157.7% | -94.1% | +43.8% |
| All | +63.6% | +156.0% | -92.4% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling