+251.0%
DIA vs ROST
+299.2%
-48.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | -0.2% |
| 7D | -1.2% | -2.2% | +1.0% | -0.5% |
| 30D | -2.7% | -11.4% | +8.7% | +1.1% |
| 3M | +3.3% | -1.6% | +4.9% | +3.4% |
| 6M | +10.4% | +6.8% | +3.6% | +7.3% |
| YTD | +10.0% | +25.8% | -15.8% | +0.9% |
| 1Y | +16.2% | +52.4% | -36.2% | -0.3% |
| 3Y | +58.7% | +94.4% | -35.6% | +23.5% |
| 5Y | +63.6% | +108.2% | -44.6% | +20.5% |
| 10Y | +251.0% | +308.5% | -57.5% | +107.4% |
| All | +251.0% | +299.2% | -48.1% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling