Carlo Ancelotti watched his charges crush Galatasaray 6-1 two weeks ago but there was little to get excited about in subsequent league wins over Getafe and Elche, before Atletico Madrid claimed a rare derby win at the Bernabeu.
While the 1-0 defeat inspired jeers and whistles from the home faithful, it spurred Ancelotti's players on to brush FC Copenhagen aside 4-0 in the Spanish capital only four days later.
Forming a three-man trident with Karim Benzema in the absence of injured Welshman Gareth Bale, Di Maria and Cristiano Ronaldo scored two goals apiece and the Argentinian told his club's official website: "I am very happy.
"We played very well changing the system a little to three up front now.
"The coach is still confident in us and we did a great job. If we play like that every day, things will improve."
Di Maria capped a fine individual display with an improvised 'rabona' cross for Ronaldo's second goal, and he hopes the moment of magic has earned him a start at the Ciutat de Valencia on Saturday.
"I have more confidence to do the rabona with my right," he added. "We have to keep going like that, all matches are hard but we can make it easier by doing things well.
"I'm still working the same and trying to convince the coach I want to be in the starting XI."
Leading third-placed Real by five points are reigning champions Barcelona and derby victors Atletico.
The Nou Camp hosts 16th-placed Real Valladolid, who have won only one game so far, on Saturday while Atleti tackle Celta Vigo in Madrid.
Barca are still without star striker Lionel Messi but the Catalan club managed well enough without him to beat Celtic 1-0 in the Champions League on Tuesday.
Coach Gerardo Martino said: "We obviously prefer to play with Messi but when he is unavailable his absence cannot be used as an excuse. We have some excellent players."
Fourth-placed Villarreal can get the jump on Real by beating Granada on Friday night, and Malaga are targeting a third straight home win at the expense of struggling Osasuna.
Valencia have won three games on the bounce following a poor start and visit Athletic Bilbao at the new San Mames stadium. The Basque club have won three from three home games to reach fifth place in the fledgling table.
Sevilla are looking for only a second win of the season when they host Almeria and their city rivals Real Betis, who go to Getafe, are starting to look up the table after beating Villarreal last time out.
Elsewhere, Elche can climb further away from the relegation zone when they host Espanyol and Rayo Vallecano face off with Champions League hopefuls Real Sociedad at Vallecas.