+1,105.4%
DIA vs NEM
+571.8%
+533.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | 0.0% |
| 7D | +1.6% | -5.9% | +7.5% | +2.0% |
| 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% | +5.8% |
| YTD | +9.9% | +13.5% | -3.6% | +8.2% |
| 1Y | +9.8% | +22.2% | -12.4% | +7.5% |
| 3Y | +59.8% | +249.0% | -189.2% | +43.7% |
| 5Y | +57.7% | +120.1% | -62.4% | +45.4% |
| 10Y | +235.8% | +356.3% | -120.5% | +192.2% |
| All | +1,105.4% | +571.8% | +533.6% | +934.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling