+57.5%
DIA vs SPG
+124.5%
-67.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | -0.9% | +4.9% | -5.8% | -2.5% |
| 30D | +0.3% | +15.6% | -15.3% | -4.6% |
| 3M | -4.5% | +4.1% | -8.6% | -5.9% |
| 6M | +3.4% | +13.6% | -10.2% | -1.5% |
| YTD | +7.8% | +27.5% | -19.8% | -1.7% |
| 1Y | +10.7% | +32.2% | -21.5% | -0.4% |
| 3Y | +57.5% | +126.0% | -68.5% | +20.0% |
| All | +57.5% | +124.5% | -67.0% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling