+65.7%
DIA vs STM
+20.8%
+44.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.8% |
| 7D | -0.2% | +5.8% | -6.0% | -1.1% |
| 30D | -1.5% | -1.0% | -0.5% | -1.5% |
| 3M | +3.8% | -33.3% | +37.0% | +9.9% |
| 6M | +10.3% | +57.4% | -47.1% | -2.0% |
| YTD | +12.1% | +102.2% | -90.1% | -5.6% |
| 1Y | +18.6% | +99.6% | -81.0% | -0.4% |
| 3Y | +60.6% | +14.5% | +46.1% | +45.4% |
| All | +65.7% | +20.8% | +44.9% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling