+57.5%
DIA vs STM
+4.7%
+52.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.0% |
| 7D | -0.9% | -10.7% | +9.8% | +0.3% |
| 30D | +0.3% | -25.7% | +26.0% | +3.8% |
| 3M | -4.5% | -21.6% | +17.1% | -2.1% |
| 6M | +3.4% | -27.8% | +31.2% | +5.4% |
| YTD | +7.8% | +61.8% | -54.0% | -3.9% |
| 1Y | +10.7% | +78.1% | -67.4% | -2.9% |
| 3Y | +57.5% | +4.9% | +52.6% | +38.7% |
| All | +57.5% | +4.7% | +52.8% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling