+64.1%
DIA vs EXE
+106.6%
-42.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +0.1% | -1.8% | +1.8% | +0.3% |
| 30D | -2.1% | +6.4% | -8.5% | -2.9% |
| 3M | +4.2% | +9.2% | -5.1% | +2.8% |
| 6M | +11.9% | -7.0% | +18.9% | +12.7% |
| YTD | +10.8% | -9.5% | +20.3% | +11.9% |
| 1Y | +17.5% | +6.2% | +11.3% | +15.4% |
| 3Y | +59.9% | +20.7% | +39.2% | +52.6% |
| 5Y | +64.1% | +103.6% | -39.5% | +45.5% |
| All | +64.1% | +106.6% | -42.5% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 5y: compounded portfolio wealth divided by compounded EXE 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…
5y analysis · Full analysis span regression · 6 months rolling