+1,129.1%
DIA vs NEM
+663.9%
+465.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.4% |
| 7D | -0.2% | +0.3% | -0.5% | -0.2% |
| 30D | -1.5% | +23.1% | -24.6% | -3.1% |
| 3M | +3.8% | +18.5% | -14.7% | +2.3% |
| 6M | +10.3% | +7.8% | +2.5% | +9.3% |
| YTD | +12.1% | +29.1% | -17.0% | +9.4% |
| 1Y | +18.6% | +72.7% | -54.0% | +13.2% |
| 3Y | +60.6% | +248.7% | -188.1% | +44.5% |
| 5Y | +64.4% | +148.7% | -84.3% | +50.3% |
| 10Y | +250.1% | +304.8% | -54.7% | +206.3% |
| All | +1,129.1% | +663.9% | +465.2% | +945.7% |
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