+246.2%
DIA vs SO
+156.9%
+89.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.5% |
| 7D | +0.1% | +1.0% | -1.0% | -0.3% |
| 30D | -2.1% | -3.2% | +1.1% | -0.9% |
| 3M | +4.2% | -1.7% | +5.9% | +4.6% |
| 6M | +11.9% | -7.2% | +19.1% | +14.6% |
| YTD | +10.8% | +4.6% | +6.3% | +8.2% |
| 1Y | +17.5% | +1.2% | +16.3% | +16.0% |
| 3Y | +59.9% | +45.3% | +14.7% | +33.9% |
| 5Y | +64.1% | +58.7% | +5.4% | +30.6% |
| 10Y | +246.2% | +155.9% | +90.4% | +141.8% |
| All | +246.2% | +156.9% | +89.3% | +141.8% |
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