+1,110.0%
DIA vs ROST
+13,465.8%
-12,355.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -1.6% | -1.8% | +0.2% | -1.1% |
| 30D | +1.3% | +6.8% | -5.5% | -0.5% |
| 3M | -2.1% | -4.0% | +1.9% | -1.2% |
| 6M | +6.2% | +12.9% | -6.7% | +2.4% |
| YTD | +10.3% | +34.7% | -24.4% | +1.3% |
| 1Y | +11.0% | +49.5% | -38.5% | -0.9% |
| 3Y | +60.4% | +101.5% | -41.1% | +31.0% |
| 5Y | +59.1% | +120.7% | -61.6% | +23.9% |
| 10Y | +237.1% | +317.8% | -80.8% | +117.0% |
| All | +1,110.0% | +13,465.8% | -12,355.8% | +267.7% |
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