+235.7%
DIA vs EW
+254.3%
-18.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.2% |
| 7D | +2.1% | +4.9% | -2.8% | +0.8% |
| 30D | +1.5% | +23.9% | -22.5% | -4.3% |
| 3M | -2.4% | +15.8% | -18.2% | -6.4% |
| 6M | +6.0% | +31.7% | -25.7% | -2.0% |
| YTD | +10.1% | +25.7% | -15.6% | +2.7% |
| 1Y | +11.8% | +24.4% | -12.6% | +4.6% |
| 3Y | +59.7% | +65.9% | -6.2% | +30.8% |
| 5Y | +57.9% | -7.6% | +65.5% | +52.9% |
| All | +235.7% | +254.3% | -18.6% | +127.0% |
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