+1,081.8%
DIA vs STM
+590.5%
+491.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.4% |
| 7D | -0.9% | -10.7% | +9.8% | +1.4% |
| 30D | +0.3% | -25.7% | +26.0% | +6.7% |
| 3M | -4.5% | -21.6% | +17.1% | -0.1% |
| 6M | +3.4% | -27.8% | +31.2% | +7.6% |
| YTD | +7.8% | +61.8% | -54.0% | -8.5% |
| 1Y | +10.7% | +78.1% | -67.4% | -8.2% |
| 3Y | +57.5% | +4.9% | +52.6% | +41.1% |
| 5Y | +53.7% | -14.3% | +68.0% | +40.1% |
| 10Y | +247.2% | +414.1% | -166.9% | +90.7% |
| All | +1,081.8% | +590.5% | +491.2% | +334.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling