+1,129.1%
DIA vs EXC
+1,362.5%
-233.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.2% |
| 7D | -0.2% | +0.3% | -0.5% | -0.3% |
| 30D | -1.5% | -3.7% | +2.2% | -0.3% |
| 3M | +3.8% | -1.3% | +5.0% | +4.0% |
| 6M | +10.3% | -9.7% | +20.0% | +13.6% |
| YTD | +12.1% | +2.9% | +9.2% | +10.2% |
| 1Y | +18.6% | +4.4% | +14.3% | +15.9% |
| 3Y | +60.6% | +22.2% | +38.4% | +46.5% |
| 5Y | +64.4% | +46.7% | +17.7% | +39.3% |
| 10Y | +250.1% | +155.3% | +94.8% | +141.5% |
| All | +1,129.1% | +1,362.5% | -233.4% | +573.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling