+251.0%
DIA vs SPG
+59.6%
+191.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.1% |
| 7D | -1.2% | -1.7% | +0.4% | -0.8% |
| 30D | -2.7% | -6.3% | +3.6% | -1.0% |
| 3M | +3.3% | -2.4% | +5.7% | +3.8% |
| 6M | +10.4% | +9.6% | +0.8% | +7.4% |
| YTD | +10.0% | +14.2% | -4.2% | +5.7% |
| 1Y | +16.2% | +19.3% | -3.1% | +10.2% |
| 3Y | +58.7% | +106.7% | -48.0% | +28.7% |
| 5Y | +63.6% | +104.2% | -40.6% | +31.2% |
| 10Y | +251.0% | +63.7% | +187.4% | +186.6% |
| All | +251.0% | +59.6% | +191.5% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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