+1,107.4%
DIA vs SO
+2,156.8%
-1,049.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.8% | +1.7% |
| 7D | +0.8% | -1.1% | +1.9% | +1.2% |
| 30D | +1.4% | +8.6% | -7.2% | -1.8% |
| 3M | -2.7% | +1.8% | -4.5% | -3.5% |
| 6M | +6.2% | +3.6% | +2.6% | +4.4% |
| YTD | +10.1% | +9.9% | +0.2% | +5.4% |
| 1Y | +13.0% | +5.7% | +7.3% | +9.7% |
| 3Y | +61.9% | +52.5% | +9.4% | +33.9% |
| 5Y | +57.1% | +77.3% | -20.2% | +20.8% |
| 10Y | +240.9% | +186.8% | +54.1% | +111.7% |
| All | +1,107.4% | +2,156.8% | -1,049.4% | +325.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling