+240.9%
DIA vs STM
+433.9%
-193.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.8% | -4.6% | +0.7% |
| 7D | +0.8% | -5.6% | +6.3% | +1.7% |
| 30D | +1.4% | -14.4% | +15.9% | +4.3% |
| 3M | -2.7% | -20.5% | +17.8% | +1.3% |
| 6M | +6.2% | -24.5% | +30.7% | +9.1% |
| YTD | +10.1% | +72.7% | -62.6% | -8.5% |
| 1Y | +13.0% | +91.0% | -78.0% | -8.5% |
| 3Y | +61.9% | +13.5% | +48.4% | +41.6% |
| 5Y | +57.1% | -9.2% | +66.3% | +40.6% |
| 10Y | +240.9% | +422.5% | -181.7% | +115.3% |
| All | +240.9% | +433.9% | -193.0% | +115.3% |
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