+1,115.2%
DIA vs DE
+4,442.6%
-3,327.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.5% |
| 7D | +0.1% | +0.7% | -0.6% | -0.2% |
| 30D | -2.1% | +9.6% | -11.7% | -5.3% |
| 3M | +4.2% | +19.0% | -14.8% | -2.3% |
| 6M | +11.9% | +16.1% | -4.2% | +5.4% |
| YTD | +10.8% | +47.0% | -36.2% | -4.3% |
| 1Y | +17.5% | +43.1% | -25.6% | +2.1% |
| 3Y | +59.9% | +77.5% | -17.6% | +27.0% |
| 5Y | +64.1% | +96.4% | -32.2% | +22.4% |
| 10Y | +246.2% | +852.9% | -606.7% | +46.3% |
| All | +1,115.2% | +4,442.6% | -3,327.5% | +170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling