+64.1%
DIA vs ROST
+111.1%
-46.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +0.1% | +0.2% | -0.2% | 0.0% |
| 30D | -2.1% | -10.0% | +7.9% | +0.6% |
| 3M | +4.2% | +1.2% | +2.9% | +3.5% |
| 6M | +11.9% | +8.9% | +2.9% | +8.7% |
| YTD | +10.8% | +28.1% | -17.2% | +2.8% |
| 1Y | +17.5% | +53.0% | -35.4% | +3.6% |
| 3Y | +59.9% | +97.9% | -37.9% | +29.8% |
| 5Y | +64.1% | +112.0% | -47.8% | +28.0% |
| All | +64.1% | +111.1% | -46.9% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling