+53.3%
DIA vs EXPE
+43.3%
+10.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.4% |
| 7D | -0.9% | -9.3% | +8.4% | +0.4% |
| 30D | +0.3% | +0.1% | +0.1% | -0.1% |
| 3M | -4.5% | -15.3% | +10.8% | -2.5% |
| 6M | +3.4% | +5.5% | -2.1% | +1.4% |
| YTD | +7.8% | -8.0% | +15.7% | +7.3% |
| 1Y | +10.7% | +18.9% | -8.1% | +4.9% |
| 3Y | +57.5% | +135.5% | -78.0% | +28.6% |
| All | +53.3% | +43.3% | +10.0% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling