+64.1%
DIA vs EXEL
+195.7%
-131.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.1% | -0.8% |
| 7D | +0.1% | +1.4% | -1.3% | -0.1% |
| 30D | -2.1% | +6.7% | -8.7% | -2.9% |
| 3M | +4.2% | +11.5% | -7.3% | +2.6% |
| 6M | +11.9% | +38.8% | -26.9% | +6.9% |
| YTD | +10.8% | +31.6% | -20.8% | +6.4% |
| 1Y | +17.5% | +53.0% | -35.5% | +10.3% |
| 3Y | +59.9% | +160.8% | -100.9% | +35.8% |
| 5Y | +64.1% | +190.1% | -125.9% | +31.8% |
| All | +64.1% | +195.7% | -131.6% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling