+235.9%
DIA vs EW
+234.0%
+1.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +0.9% | +9.3% | -8.4% | -1.5% |
| 30D | +1.1% | +22.1% | -21.0% | -4.2% |
| 3M | -2.9% | +13.0% | -15.9% | -6.2% |
| 6M | +5.9% | +30.1% | -24.2% | -1.8% |
| YTD | +9.8% | +22.0% | -12.2% | +3.3% |
| 1Y | +11.7% | +23.7% | -12.0% | +4.7% |
| 3Y | +59.5% | +62.0% | -2.4% | +31.6% |
| 5Y | +57.5% | -12.4% | +70.0% | +55.1% |
| 10Y | +235.9% | +236.1% | -0.1% | +130.6% |
| All | +235.9% | +234.0% | +1.9% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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