+240.9%
DIA vs EXC
+176.1%
+64.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | +0.8% | -1.7% | +2.5% | +1.4% |
| 30D | +1.4% | +9.3% | -7.9% | -2.1% |
| 3M | -2.7% | +1.0% | -3.7% | -3.3% |
| 6M | +6.2% | +5.9% | +0.3% | +3.3% |
| YTD | +10.1% | +7.6% | +2.5% | +5.9% |
| 1Y | +13.0% | +2.4% | +10.6% | +10.7% |
| 3Y | +61.9% | +30.2% | +31.6% | +40.5% |
| 5Y | +57.1% | +41.4% | +15.7% | +28.7% |
| 10Y | +240.9% | +183.8% | +57.1% | +127.9% |
| All | +240.9% | +176.1% | +64.8% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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