+721.4%
DIA vs EW
+7,937.2%
-7,215.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -0.9% | +11.0% | -12.0% | -3.2% |
| 30D | +0.3% | +19.1% | -18.8% | -3.5% |
| 3M | -4.5% | +14.4% | -18.9% | -7.4% |
| 6M | +3.4% | +22.8% | -19.4% | -1.5% |
| YTD | +7.8% | +19.8% | -12.0% | +3.1% |
| 1Y | +10.7% | +23.9% | -13.1% | +5.1% |
| 3Y | +57.5% | +52.2% | +5.3% | +38.7% |
| 5Y | +53.7% | -13.9% | +67.6% | +50.8% |
| 10Y | +247.2% | +241.9% | +5.3% | +151.9% |
| All | +721.4% | +7,937.2% | -7,215.8% | +237.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling