+240.2%
DIA vs EXC
+175.8%
+64.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.3% |
| 7D | -0.9% | -1.2% | +0.2% | -0.5% |
| 30D | +0.3% | +10.0% | -9.7% | -3.4% |
| 3M | -4.5% | +1.6% | -6.1% | -5.3% |
| 6M | +3.4% | +3.3% | +0.1% | +1.6% |
| YTD | +7.8% | +7.6% | +0.2% | +3.7% |
| 1Y | +10.7% | +3.5% | +7.3% | +8.1% |
| 3Y | +57.5% | +27.7% | +29.9% | +38.1% |
| 5Y | +53.7% | +41.1% | +12.6% | +26.2% |
| All | +240.2% | +175.8% | +64.5% | +130.2% |
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