+237.1%
DIA vs EXEL
+354.7%
-117.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -1.6% | -2.8% | +1.2% | -1.2% |
| 30D | +1.3% | +18.2% | -16.9% | -1.1% |
| 3M | -2.1% | +37.7% | -39.8% | -6.5% |
| 6M | +6.2% | +42.2% | -36.0% | +0.8% |
| YTD | +10.3% | +61.3% | -51.0% | +2.5% |
| 1Y | +11.0% | +64.5% | -53.5% | +2.7% |
| 3Y | +60.4% | +236.7% | -176.3% | +30.8% |
| 5Y | +59.1% | +296.3% | -237.2% | +24.8% |
| 10Y | +237.1% | +331.1% | -94.0% | +159.1% |
| All | +237.1% | +354.7% | -117.6% | +159.1% |
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