+1,107.4%
DIA vs ED
+979.9%
+127.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +0.8% | -0.1% | +0.8% | +0.8% |
| 30D | +1.4% | +11.6% | -10.2% | -2.9% |
| 3M | -2.7% | +10.5% | -13.2% | -6.6% |
| 6M | +6.2% | +13.2% | -7.0% | +0.7% |
| YTD | +10.1% | +22.1% | -12.0% | +1.0% |
| 1Y | +13.0% | +24.2% | -11.1% | +2.8% |
| 3Y | +61.9% | +46.9% | +15.0% | +34.9% |
| 5Y | +57.1% | +80.8% | -23.7% | +18.5% |
| 10Y | +240.9% | +134.3% | +106.6% | +120.7% |
| All | +1,107.4% | +979.9% | +127.5% | +305.9% |
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