+670.4%
DIA vs ET
+1,435.7%
-765.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | +0.1% | +0.4% | -0.4% | 0.0% |
| 30D | -2.1% | +6.9% | -8.9% | -3.4% |
| 3M | +4.2% | +13.1% | -8.9% | +1.4% |
| 6M | +11.9% | +18.7% | -6.8% | +7.7% |
| YTD | +10.8% | +37.4% | -26.6% | +3.4% |
| 1Y | +17.5% | +34.8% | -17.3% | +10.1% |
| 3Y | +59.9% | +96.8% | -36.9% | +37.9% |
| 5Y | +64.1% | +238.2% | -174.1% | +25.7% |
| 10Y | +246.2% | +159.4% | +86.8% | +161.1% |
| All | +670.4% | +1,435.7% | -765.3% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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