+233.6%
DIA vs STM
+400.1%
-166.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.4% |
| 7D | -0.9% | -10.7% | +9.8% | +1.3% |
| 30D | +0.3% | -25.7% | +26.0% | +6.3% |
| 3M | -4.5% | -21.6% | +17.1% | -0.3% |
| 6M | +3.4% | -27.8% | +31.2% | +7.1% |
| YTD | +7.8% | +61.8% | -54.0% | -9.1% |
| 1Y | +10.7% | +78.1% | -67.4% | -8.9% |
| 3Y | +57.5% | +4.9% | +52.6% | +40.4% |
| 5Y | +53.7% | -14.3% | +68.0% | +39.3% |
| All | +233.6% | +400.1% | -166.4% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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