+645.4%
DIA vs STLA
+189.2%
+456.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +0.8% | -6.4% | +7.1% | +1.9% |
| 30D | +1.4% | -1.3% | +2.8% | +1.4% |
| 3M | -2.7% | -19.9% | +17.2% | +0.5% |
| 6M | +6.2% | -42.9% | +49.1% | +15.8% |
| YTD | +10.1% | -59.4% | +69.5% | +25.9% |
| 1Y | +13.0% | -56.8% | +69.8% | +27.5% |
| 3Y | +61.9% | -73.1% | +134.9% | +92.9% |
| 5Y | +57.1% | -70.1% | +127.1% | +80.2% |
| 10Y | +240.9% | +19.8% | +221.1% | +218.2% |
| All | +645.4% | +189.2% | +456.2% | +566.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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