+63.8%
DIA vs DE
+97.0%
-33.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -3.0% | -2.4% | -0.6% | -2.4% |
| 30D | -3.0% | +9.7% | -12.7% | -5.4% |
| 3M | +4.5% | +21.4% | -16.9% | -1.0% |
| 6M | +9.8% | +15.0% | -5.2% | +5.2% |
| YTD | +9.3% | +46.4% | -37.1% | -2.7% |
| 1Y | +16.0% | +45.6% | -29.7% | +3.2% |
| 3Y | +57.7% | +76.8% | -19.0% | +31.3% |
| 5Y | +63.8% | +99.4% | -35.7% | +30.5% |
| All | +63.8% | +97.0% | -33.2% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling