+65.7%
DIA vs SO
+58.2%
+7.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -0.2% | -0.2% | 0.0% | -0.1% |
| 30D | -1.5% | -4.6% | +3.1% | -0.4% |
| 3M | +3.8% | -3.0% | +6.8% | +4.4% |
| 6M | +10.3% | -8.3% | +18.5% | +12.4% |
| YTD | +12.1% | +3.5% | +8.6% | +10.5% |
| 1Y | +18.6% | -0.9% | +19.6% | +18.2% |
| 3Y | +60.6% | +45.4% | +15.3% | +39.7% |
| All | +65.7% | +58.2% | +7.5% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling