+235.9%
DIA vs EXEL
+363.4%
-127.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | +0.9% | -2.4% | +3.3% | +1.3% |
| 30D | +1.1% | +17.9% | -16.8% | -1.2% |
| 3M | -2.9% | +33.3% | -36.1% | -6.8% |
| 6M | +5.9% | +46.6% | -40.7% | 0.0% |
| YTD | +9.8% | +61.0% | -51.3% | +2.0% |
| 1Y | +11.7% | +70.4% | -58.7% | +2.9% |
| 3Y | +59.5% | +236.1% | -176.6% | +30.1% |
| 5Y | +57.5% | +284.8% | -227.3% | +24.2% |
| 10Y | +235.9% | +348.4% | -112.5% | +159.0% |
| All | +235.9% | +363.4% | -127.5% | +159.0% |
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