+235.9%
DIA vs SO
+188.2%
+47.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | +1.1% | +8.7% | -7.6% | -2.1% |
| 3M | -2.9% | +3.4% | -6.3% | -4.2% |
| 6M | +5.9% | +3.7% | +2.2% | +4.0% |
| YTD | +9.8% | +10.0% | -0.3% | +5.0% |
| 1Y | +11.7% | +6.6% | +5.1% | +8.2% |
| 3Y | +59.5% | +52.5% | +7.0% | +31.0% |
| 5Y | +57.5% | +76.1% | -18.5% | +19.8% |
| 10Y | +235.9% | +194.9% | +41.0% | +125.2% |
| All | +235.9% | +188.2% | +47.7% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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