+247.6%
DIA vs DE
+863.9%
-616.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.6% | -2.6% | +1.0% | -0.6% |
| 30D | -2.0% | +9.0% | -11.1% | -5.4% |
| 3M | +3.6% | +19.1% | -15.5% | -3.5% |
| 6M | +11.5% | +14.4% | -2.9% | +5.0% |
| YTD | +10.4% | +45.9% | -35.6% | -6.1% |
| 1Y | +15.6% | +43.6% | -28.0% | -1.4% |
| 3Y | +58.9% | +75.9% | -17.0% | +22.5% |
| 5Y | +65.3% | +98.8% | -33.4% | +16.4% |
| All | +247.6% | +863.9% | -616.3% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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