+1,107.0%
DIA vs DE
+4,405.4%
-3,298.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 3M | -2.4% | +10.2% | -12.7% | -6.1% |
| 6M | +6.0% | +16.6% | -10.6% | -0.4% |
| YTD | +10.1% | +45.8% | -35.7% | -4.9% |
| 1Y | +11.8% | +43.9% | -32.1% | -3.1% |
| 3Y | +59.7% | +89.6% | -29.9% | +23.9% |
| 5Y | +57.9% | +100.3% | -42.4% | +17.0% |
| 10Y | +236.2% | +760.8% | -524.6% | +46.5% |
| All | +1,107.0% | +4,405.4% | -3,298.4% | +168.5% |
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 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