+1,129.1%
DIA vs ROST
+12,845.9%
-11,716.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.2% | +0.9% | -1.1% | -0.4% |
| 30D | -1.5% | -8.9% | +7.4% | +0.8% |
| 3M | +3.8% | -0.8% | +4.6% | +3.7% |
| 6M | +10.3% | +8.5% | +1.8% | +7.4% |
| YTD | +12.1% | +28.6% | -16.5% | +4.3% |
| 1Y | +18.6% | +52.3% | -33.7% | +5.4% |
| 3Y | +60.6% | +94.8% | -34.2% | +32.4% |
| 5Y | +64.4% | +110.8% | -46.3% | +29.6% |
| 10Y | +250.1% | +304.5% | -54.4% | +127.6% |
| All | +1,129.1% | +12,845.9% | -11,716.8% | +278.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling