+10.3%
DIA vs EXC
-9.1%
+19.4%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.5% |
| 7D | -0.2% | +0.3% | -0.5% | -0.2% |
| 30D | -1.5% | -3.7% | +2.2% | -1.5% |
| 3M | +3.8% | -1.3% | +5.0% | +3.8% |
| 6M | +10.3% | -9.7% | +20.0% | +11.2% |
| All | +10.3% | -9.1% | +19.4% | +11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling