+235.7%
DIA vs DE
+762.0%
-526.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +2.1% | +0.3% | +1.9% | +2.0% |
| 30D | +1.5% | +3.6% | -2.1% | +0.2% |
| 3M | -2.4% | +10.2% | -12.7% | -6.4% |
| 6M | +6.0% | +16.6% | -10.6% | -0.9% |
| YTD | +10.1% | +45.8% | -35.7% | -6.6% |
| 1Y | +11.8% | +43.9% | -32.1% | -4.8% |
| 3Y | +59.7% | +89.6% | -29.9% | +19.3% |
| 5Y | +57.9% | +100.3% | -42.4% | +11.0% |
| All | +235.7% | +762.0% | -526.3% | +36.4% |
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