+240.9%
DIA vs SPGI
+335.6%
-94.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.9% |
| 7D | +0.8% | -0.9% | +1.6% | +1.2% |
| 30D | +1.4% | +15.5% | -14.1% | -5.0% |
| 3M | -2.7% | +15.7% | -18.4% | -9.1% |
| 6M | +6.2% | +19.1% | -12.9% | -3.0% |
| YTD | +10.1% | -4.1% | +14.2% | +10.0% |
| 1Y | +13.0% | +1.2% | +11.8% | +9.9% |
| 3Y | +61.9% | +31.6% | +30.3% | +36.0% |
| 5Y | +57.1% | +12.4% | +44.6% | +40.0% |
| 10Y | +240.9% | +334.3% | -93.4% | +62.4% |
| All | +240.9% | +335.6% | -94.7% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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