+246.2%
DIA vs SPGI
+296.1%
-49.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | +0.3% |
| 7D | +0.1% | -2.5% | +2.5% | +1.1% |
| 30D | -2.1% | +5.4% | -7.5% | -4.5% |
| 3M | +4.2% | +9.0% | -4.9% | -0.8% |
| 6M | +11.9% | +0.8% | +11.1% | +10.2% |
| YTD | +10.8% | -12.6% | +23.4% | +15.6% |
| 1Y | +17.5% | -16.1% | +33.6% | +24.6% |
| 3Y | +59.9% | +19.0% | +41.0% | +40.5% |
| 5Y | +64.1% | +5.1% | +59.1% | +50.3% |
| 10Y | +246.2% | +295.5% | -49.2% | +68.3% |
| All | +246.2% | +296.1% | -49.9% | +68.3% |
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