+246.2%
DIA vs EXC
+154.0%
+92.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | +0.1% | +1.2% | -1.2% | -0.4% |
| 30D | -2.1% | -2.7% | +0.7% | -1.1% |
| 3M | +4.2% | -1.0% | +5.1% | +4.3% |
| 6M | +11.9% | -9.3% | +21.2% | +15.6% |
| YTD | +10.8% | +3.6% | +7.2% | +8.3% |
| 1Y | +17.5% | +5.9% | +11.6% | +13.5% |
| 3Y | +59.9% | +21.3% | +38.7% | +43.2% |
| 5Y | +64.1% | +46.2% | +18.0% | +32.2% |
| 10Y | +246.2% | +151.5% | +94.7% | +135.0% |
| All | +246.2% | +154.0% | +92.2% | +135.0% |
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