+235.7%
DIA vs EXEL
+320.7%
-85.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +2.1% | -0.8% | +3.0% | +2.3% |
| 30D | +1.5% | +13.1% | -11.7% | -0.3% |
| 3M | -2.4% | +36.3% | -38.8% | -6.7% |
| 6M | +6.0% | +34.5% | -28.6% | +1.3% |
| YTD | +10.1% | +57.4% | -47.4% | +2.6% |
| 1Y | +11.8% | +62.9% | -51.1% | +3.6% |
| 3Y | +59.7% | +229.5% | -169.8% | +30.6% |
| 5Y | +57.9% | +281.2% | -223.3% | +24.6% |
| All | +235.7% | +320.7% | -85.0% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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