+251.0%
DIA vs EL
+28.8%
+222.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | 0.0% |
| 7D | -1.2% | -2.4% | +1.1% | -0.7% |
| 30D | -2.7% | +13.7% | -16.4% | -6.2% |
| 3M | +3.3% | +14.5% | -11.2% | -0.8% |
| 6M | +10.4% | +7.4% | +3.0% | +6.9% |
| YTD | +10.0% | -4.7% | +14.7% | +8.7% |
| 1Y | +16.2% | +12.9% | +3.2% | +8.9% |
| 3Y | +58.7% | -32.2% | +91.0% | +63.3% |
| 5Y | +63.6% | -68.4% | +132.0% | +118.3% |
| 10Y | +251.0% | +28.3% | +222.8% | +196.8% |
| All | +251.0% | +28.8% | +222.2% | +196.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling