+1,105.4%
DIA vs ROST
+13,239.2%
-12,133.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.1% |
| 7D | +1.6% | +0.9% | +0.7% | +1.4% |
| 30D | +1.2% | +5.1% | -3.9% | -0.1% |
| 3M | -2.4% | -4.3% | +1.8% | -1.5% |
| 6M | +5.7% | +9.4% | -3.8% | +2.6% |
| YTD | +9.9% | +32.5% | -22.6% | +1.4% |
| 1Y | +9.8% | +46.9% | -37.1% | -1.5% |
| 3Y | +59.8% | +98.1% | -38.3% | +31.1% |
| 5Y | +57.7% | +116.9% | -59.3% | +23.3% |
| 10Y | +235.8% | +310.9% | -75.1% | +117.1% |
| All | +1,105.4% | +13,239.2% | -12,133.8% | +267.9% |
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