+1,081.8%
DIA vs ED
+981.4%
+100.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.5% |
| 7D | -0.9% | +1.6% | -2.6% | -1.6% |
| 30D | +0.3% | +13.3% | -13.0% | -4.6% |
| 3M | -4.5% | +9.7% | -14.2% | -8.1% |
| 6M | +3.4% | +12.8% | -9.4% | -1.8% |
| YTD | +7.8% | +22.3% | -14.5% | -1.2% |
| 1Y | +10.7% | +26.3% | -15.5% | +0.1% |
| 3Y | +57.5% | +45.0% | +12.5% | +32.0% |
| 5Y | +53.7% | +80.2% | -26.5% | +16.1% |
| 10Y | +247.2% | +129.9% | +117.3% | +126.5% |
| All | +1,081.8% | +981.4% | +100.3% | +297.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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