+235.9%
DIA vs EXPE
+112.4%
+123.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.1% |
| 7D | +0.9% | -11.2% | +12.1% | +3.1% |
| 30D | +1.1% | -7.5% | +8.6% | +2.3% |
| 3M | -2.9% | -19.1% | +16.2% | +0.6% |
| 6M | +5.9% | +10.7% | -4.8% | +2.4% |
| YTD | +9.8% | -9.9% | +19.7% | +9.4% |
| 1Y | +11.7% | -4.6% | +16.3% | +9.8% |
| 3Y | +59.5% | +116.8% | -57.3% | +26.2% |
| 5Y | +57.5% | +38.6% | +19.0% | +32.5% |
| 10Y | +235.9% | +115.9% | +120.1% | +114.7% |
| All | +235.9% | +112.4% | +123.5% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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